Pipedrive's Caller feature was designed with GDPR compliance in mind. For this reason, even when Automatically record all calls is enabled, you still have to opt-in to create a call recording at the outset of a call. 

By designing the feature this way, Pipedrive gives you control of what data you gather so you can only gather data which is necessary, and only retain it for as long as is needed, ensuring that you remain compliant with GDPR regulation.