I think we need to go to the foundation of the question; the answer to ethical questions begins with morals (the science of right and wrong).
Specifically, we should ask ourselves...
* are we committing any deception of anyone involved? (e.g. have we disclosed everything related to the research, including all potential conflicts of interest?) Put yourself in the position of others: what would I want someone else to do if faced with my situation, and I had a stake in the research?
* are we appropriating anything which does not belong to us?
If we can't identify a specific moral objection, we proceed to the field-specific ethics, namely:
* is there a field-specific code of ethics one has committed to, and would be violating? (E.g. the Hippocratic oath, in medicine, lawyer-client privilege, etc.) Have you signed an agreement with your employer?
Finally, we should proceed to "value free" analyses: cost/benefit, relative practicality and availability of alternatives, reasonably expected outcomes.
Note that to place this last category in the highest position is to ignore ethics altogether, and run the risk of justifying questionable means with good ends--always a danger sign.
I hope this helps!
12/08/16 EDIT: I should add that according to the criteria above, and the information and opinions I have seen so far (including this thread), the answer is no, it is not unethical, per se (i.e., in itself).
There are circumstances in which it might become unethical, but that is different. For example, if you chose the closed source software because that choice was to your personal financial advantage, that would clearly be unethical. Or if you knew you could exploit a feature or bug in that software to disadvantage a scientific competitor, or obtain a more favorable result . In other words, motives count heavily.
As an example, someone above mentioned a "marketing" motivation. That would clearly diminish people's acceptance/trust in your results if that were disclosed.
As in politics, sunshine is the best disinfectant. That is, disclose everything that you can reasonably expect would affect the acceptance of your results by non-trusting auditors.