Is it bad etiquette to not say "check?"

eh, it can be good and bad. I don't usually say check bcs my opponents are high rated enough to know that it is check.

I do not think that I have ever said "check" during a game. When absolute beginners start playing casual it might be useful for them to alert each other that they are in check. However, a player that has any kind of training should instantly know that they are in check. I did not learn to play until I was 11 year old, so I never got to play against against inexperienced players.
The only time I might of said "check" would have been when promoting a pawn during a blitz game or when adding an extra piece on the board in a chess variant such as crazyhouse.
Another time that you might want to announce check is if you want to emphasise that you are using repetitive check to draw the game.
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In lightning chess you never announce check, as you are allowed to take your opponent's king to win the game.
I loudly yell ‘CHECK!!!’ at my phone when I’m playing in public. Just a habit.
Soon enough AI will respond to that in ways you've never imagined