OK... So you agree with me that it should be reported, but then laugh?
I'd like you to at least turn on your lights before or while whipping an unsafe U-turn from the far right and across four lanes of traffic (as was the case here). Sure, I'd also expect lights while speeding to reach the scene (except when the situation dictates a stealth approach). I don't believe that this is unreasonable, and I'd be surprised to hear that this is any different from departmental expectations.
The only other phone call I can recall had to do with the request that an officer signal a turn so that I didn't sit like a jackass waiting for him to come one direction to find him going another. I don't believe any shooters would have been alarmed to hear an indicator blinking off in the distance.
Sure, my phrasing of "remind him of applicable laws" may have been a little awkward (I was trying to say complain, but complain NICELY), but let me throw it back at you: How should this officers' department be made aware of that action so that he may be re-trained if not with a phone call to the station? I'm honestly left scratching my head.