Of course any player that fouls, and knows he fouled, should call it. That should be beyond debate.
In the case of the player you mention he is cheating by refusing to call this foul.
I was in a hill hill match in the Provincial Championships and my opponent fouled, he knew it and I knew it as did anyone else watching. I asked him and he gave me approximately the same look, and answer, that you received. I said to him that I had yet to see any rule book that said it was ok to foul and deny it if there was no referee, for that fact, I had never seen a rule book that said if your opponent didn't see you foul or missed calling a foul on you that it was somehow not a foul. I went on to say that I was calling a referee and the referee could decide. With bravado, bolstered by his team dreaming of winning a Championship, he told me to go ahead.
When the referee arrived I explained that I felt that the opponent had fouled and instead of saying he did not he said that there was no referee and that somehow justified it. I then said that I called him so that my opponent could describe the shot and explain how it was not a foul as I believed that most people, given sober second thought, would not cheat. I said this so the man intent on cheating and both teams could hear it.
The player looked down for a moment, his face reddened and he turned to his team and addressed the Captain saying, F**k it, I can't cheat, it was a foul" turned to me and said," Ball in hand, buddy." The referee stayed for the rest of the game and after we won both the opponent and members of his team shook hands and his team members, except for the Captain, said they were glad he decided to call the foul. Most people do not want to be cheaters but some have decided that the "no ref" move is clever and have lost sight of the fact that it is cheating, pure and simple. Speaking a bold face lie is not as easy and it is hard to spin it as clever.
I do believe, however, if it is close and even if I think that it could have been a foul, in the absense of a referee, I always defer to the judgement of the shooter, without argument and with good grace because if the shooter really believes it was ok then it was ok.