If there's a potential risk that someone could gain access to your system by breaching theirs then I would raise it with them immediately. As they're accessing

If there's a potential risk that someone could gain access to your system by breaching theirs then I would raise it with them immediately. As they're accessing your system you can probably safely say you always do a security check on hosts connecting to your system to ensure there aren't problems. In this instance it showed that they have an open FTP server.