Doubt it was a declared Mayday which requires land as soon as possible at the nearest suitable alternate. Kef right under his First Officer's window might have been the answer.
They were squawking 7700 on the way back and I would guess an emergency was declared since it was a U.S. carrier. We've had this discussion on other threads, recent guidance for us is to declare the emergency if in doubt since it gives you more latitude as far as compliance issues, e.g. diverting to an airport not in your ops specs, landing overweight etc.