Airprox,
You're absolutely right, if we're talking about CAS. Outside CAS, calling Mayday may help, but it's certainly not a priority. How often, when instructing, do you see the stude get the RTF call out in near-perfect style whilst forgetting to fly the aircraft? This is something that really used to worry me - studes forget that we survive by 'aviating, navigating, and communicating', in that order, whatever aircraft we're in.