Why does everyone call established on the ILS?
Well, if you have been vectored to intercept the LOC, the controller
should request you to report established. It is an ICAO requirement.
This is the only way they can be sure that they can relinquish responsibility for your nav below the MVA.
If you have been cleared for the procedural approach from say LIMES, then they should not request, and there is no need for you to report, "established", as you have been on your own nav the whole time.
I'm guessing this is what you may be referring to.
P.S. Controllers will sometimes say they can "see you are established, contact the tower...".
Bollocks.
While we can tell you appear to be on centreline and captured the G/S, there is no way we can tell you are within the required tolerences on your display to know for sure you are established.