Ordinarily, you keep your plane in the air as your top priority, go where you need to go as your second priority, and communicate as your third priority. So ordinarily, I would say that's too far down your list of priorities.

In this case, however, there was a communication at 1:30, ten min. after the transponder was turned off. Once you are on the radio, it makes sense to say "we have a fire" I would think.