You can't leave your assigned altitude/trajectory without coordinating with ATC. Otherwise you may collide with another plane, which would make a bad situation worse.
Sure you can, and they likely did start descending before contacting ATC. But before they did any of that, they had to spend some time donning their oxygen masks and doing a few other "memory items" before then descending.
> Both flight crew said they immediately donned their oxygen masks. They added that the flight deck door was blown open and that it was very noisy and difficult to communicate.
> The flight crew immediately contacted air traffic control (ATC), declared an emergency, and requested a lower altitude. The flight was assigned 10,000 ft. The captain said he then requested the rapid decompression checklist, and the FO executed the required checklist from the Quick Reference Handbook (QRH). As the FO completed the checklist, the captain flew the airplane as they coordinated with ATC to return to the PDX airport. The flight landed on runway 28L without further incident and taxied to the gate.
So in this particular instance, when the depressurisation happened at a comparatively low altitude, the pilots did get ATC clearance before descending.
You're conflating the right to do something with whether it is advisable to do something.
Sure, you are ~allowed~ to begin an immediate descent in an emergency, but it is not a good idea considering from the pilot's perspective, the bang is most likely an engine going out and altitude is always your friend in this condition.
In an emergency, caring about ATC is literally your lowest priority, in every case. It is ATC's job to notice a plane no longer under their control and route other aircraft safely around it. Your entire job is to do everything you can to prevent the death of anyone onboard, and playing ham radio is rarely the best way to do that.