For what it's worth, I'm absolutely with Genghis on this one. Safety first, yes; in this situation, in controlled airspace, with time to sort out the course issue, the greater safety issue could easily have been related to separation, other traffic you were unaware of, stuff the controller was coordinating on the land-line etc. GIving them a quick call before changing heading would hardly have compromised you, IMHO, and certainly avoided irritating the controller.