I'm in the "please, be my guest to speak to boss about it" camp myself.
I supervise people and I tell them to do this all the time...people who will give them a hard time for day 1 won't say "boo" to me--not for any *good* reason, but because I have, in theory, a little more authority. And because they're being told, however round-about, that the employee doesn't fear the boss, doesn't fear reprisal, and is certain he or she is standing in the right.
(And I refer people to my boss for the same reason--that and because I'm mentally just BEGGING for some of these people to go to the boss, and for me to be a fly on the wall when boss [politely] fillets them alive and sends them on their way)