That's an axiom, not a law. For example it would be inadvisable to navigate a stricken aircraft through an airport's terminal manoeuvring area without prioritising communication with ATC. Quick way to make things much worse.
Or trying to navigate to a diversion airfield without first communicating to ensure that it is usable.
Not at all; once you declare an emergency, it's ATC's job to get everyone else out of your way. It's obviously better if you tell them what you're going to do, but that takes a backseat to actually handling the emergency.