Correct you only comply with the rules that apply to territory you run on.Some railroads may not want the radio interference from crews calling signals.
Just immagine a Dispatcher hearing 50 trains in his territory calling out signals, this can distract Dispatchers too.
Well, the only time the signal would get called out on the radio is on a passenger train, when there's only one person up in the cab. On freight trains, where the conductor's six feet away from the engineer, they call out the signals verbally to each other and would therefore not need to add to the radio traffic.
Also, dispatchers are not always listening to the road channel in a particular area--they usually need to be buzzed before they open up their radio and listen. Most of the time, they don't hear or care what's happening on the road channel unless someone pages them. So, crews calling out signals would mostly be ignored by the DS.
So, I don't think it'd be as big of a deal if it were an Amtrak system-wide policy. (And FWIW, I think it's a good policy--keeps the engineer awake and paying attention.)