"Let it go" philosophy lures with a romantic promise of relieve, but in Support things left for themselves always go the wrong direction. Nine times out of ten this wrong direction is "up" (in a chain of command) and it eventually ends high enough to go down on you in a hard way.
When dealing with a client (or your employer) trust is never built when all is calm and going well. Naturally, everybody is happy with a flawlessly working system, but the trust is usually built when the storm comes.
Eventually a situation would arise which is beyond your skills set and would cause you to surrender. It's not necessarily one that would cause the system to burst in flames. It may be just a little, barely visible fault but with potentially harsh consequences. The size of the issue does not really matter, your reaction does.
It's tempting not to let your client know if a system failure goes unnoticed, a few want to risk being the messenger that gets killed. Admitting to being stuck on a matter because you run out of ideas seems like a public self-punishment. In the end it turns out to be a show off of strength and responsibility. Escalating and explaining a failure may be tough, but nothing's worse than hiding what already happened because eventually, it all gets discovered.
Transparency of actions is one of the foundations of trust. Knowing how to deal with a situation (either with your know-how or necessity of escalation) is the other one.