The Recursive option in the Classifications section of the Control Panel allows you to specify which custom classifications can be applied to multiple pages and which have to be applied individually.
The recursive option does not automatically apply classifications for sub-pages.
If the Recursive option is checked and you change a custom classification on a page, a dialog appears asking whether you also want to apply the classifications to sub-pages. This allows you to quickly apply classifications to multiple pages at the same time. If the Recursive option is left unchecked, this dialog will not appear.
If you find yourself having to apply a certain classification to individual sub-pages often, consider editing a classification to include the Recursive option.