This is a tricky situation. A recruiter's contract is with the employer, not with the prospective employee. (Assuming the recruiter was actually engaged by the employer and didn't just contact them on spec.) Unless you've signed a contract or similar agreement with the recruitment consultant, which would be very unusual, you don't owe anything to them. If the recruitment consultant got you an interview, they would inform you of the interview, so if you were invited directly by the company this suggests the consultant did not set it up.
It's possible the company is deliberately trying to go round the recruitment consultant, but that's unlikely. What's far more likely is they received a contact from the recruitment consultant but ignored it, put it away to read later, or deleted it. That puts the company in a bad position. Recruiters are masters of the hard sell, and very able to get aggressive or threaten legal action. Indeed it often seems their skills are more aligned around bullying than technical knowledge (with a small number of noble exceptions).
I've been involved in a situation where I'd applied directly to a company and a recruiter submitted my details on spec (without being engaged by the company). In this case the company opted to engage the recruiter rather than face a battle with them, even though this would cost them a significant fee, and even though the recruiter provided no obvious service.
You certainly could inform the company about the approach, saying something like "Can I ask if you got my details from recruiter X? I'm not sure if he passed them on to you." However, by doing so you may be putting the company in a more complex position, and possibly even affecting your hiring (e.g. if they have a budget and have to split it between you and the recruiter), so you should be aware of that. If the company has a policy of never engaging with recruiters, they may be able to use that as a defense, but they could find themselves in a legal grey area. You have no obligation to tell them, but if you do so you may be doing them a favor - or may be seriously inconveniencing them. Also, obviously, don't tell the recruiter anything.