The Recursive option in the Classifications section of the control panel allows you to specify which custom classifications can later be applied to multiple pages and which have to be applied individually.
The recursive option does not automatically apply classifications for subpages. Checking the option merely triggers a dialog asking you whether you would want to apply changes to all subpages (see explanation below).
If the Recursive option is checked and you later change a custom classification on a page, a dialog appears asking whether you also want to apply the classifications to subpages, thus allowing you to quickly apply classifications to multiple pages all at once. If the Recursive option is left unchecked, this dialog will not appear.
Consider editing a classification and include the& Recursive option if you find yourself often having to apply a certain classifications to individual subpages.