All agents can right click and download all recordings of phone calls. 

This is of cource a security risk, and should be prevented or at least option added so this can be disabled, or only admins could download recordings.

This has been implied here: https://support.zendesk.com/hc/en-us/articles/225850728/comments/360001775148

and as recordings are just attachments, this is also relavant: https://support.zendesk.com/hc/en-us/articles/360023920154-Can-I-remove-or-limit-the-ability-to-download-attachments-