Agreed. Over the ocean auto descent after pressurisation failure might be useful but in busy European & US skies a plummet without some sort of ATC clearance could lead to more serious consequences. A mid-air would clearly be more hazardous than temporary hypoxia for some passengers.
In the event of an explosive and sudden loss of pressure sheer self survival says "Go down!" - I can assure you that no pilot in the world would be messing about asking for a clearance to do so.
That does not mean that, if possible, once the descent has been started and immediate actions complete you wouldn't send a MAYDAY and/or select 7700 when you can.