if the controller should have at least asked
After listening to this audio if I were the controller I could not get any sense of urgency in this pilot's voice, not a hint of serious trouble. Controller is simultaneously handling a dozen or more aircraft, they can't possibly guess what's going aboard some aircraft. It is really not controller's job to think for a pilot, unfortunately there were many accidents because pilot failed to communicate clearly. This pilot was in command of that aircraft and as pilot in command he has legal right to deviate immediately from any assigned altitude, speed, heading, etc if he thinks the situation warrants it.