No you shouldn't report bugs in closed source software you use. Because it has no benefit for you, only for the company. Are you being paid to make their product better? If their product failed you, find a new tool, don't fix theirs.

Now this is an ideal. You can't live like this unless you're RMS. But it is true nonetheless.

If my car breaks I don't submit a 25 page engineering report to Ford. I replace the car, or fix the problem personally and move on. My job isn't to do somebody else's job, especially when that person is paid more then me.