With Chidori, it's different as you can clearly see what kind of jutsu it is. (Lightning chakra stored in the hand). Also, it has been stated in the manga that Sasuke can use Chidori and he learnt it from Kakashi. But with Tsukyomi, we have not had any real confirmation that he can do it. I've not seen a single link which says he can use Tsukyomi. If we had just one link, then I can agree that there is no need for him to say it, but as of now there hasn't been one.We're still making assumptions about it. Sasuke doesn't always say "Chidori" when he does Chidori. Does that mean it's not Chidori?