In this instance the report explicitly says:-
> 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.