In a case like they had ATC couldn't help them because they couldn't land downwind in their judgement or make any other airport with their power. Mayday might be the proper word but usually the ground people can't help you much anyway except for notifying the crash crew. Not much point in wasting a lot of time notifying people that can't help you. The AF A330 making a mayday call would accomplish nothing out of RIO. If they can't help you just do what you can and don't get distracted with needless mayday calls.