You would attempt to go back to civilization ASAP...Unless you'd need to, for example, reenable the magnetos/fuel switch in order to avoid "embarrassing" questions from the authorities.
From the video it doesn't even look like he called atc. But to answer your question, yes. He would tell atc where he's going and where he can be found.
The thing about engine out situations is that it's not that hard to get to civilization before you bail out. These light aircraft glide great, he should have been able to ditch (or land) closer to a town or road.
Wouldn’t you want to go back to the plane to see if anything survived the crash that will be useful to help you get back to civilization?
Radio, food, water, warmer clothes, first aid kit, and weapons are all things that are plausible to have in the plane that would be nice to have when trying to either hike out or get help.
You would attempt to go back to civilization ASAP...Unless you'd need to, for example, reenable the magnetos/fuel switch in order to avoid "embarrassing" questions from the authorities.