The enable participant recording action is designed as a positive system (we don't record the caller until he say it's ok) but it sounds like you're expecting a negative system (we record the caller until he tell us not to). However we can work around that with a little logic.
Start your flow with an task instead of a menu. Use a collect input action with your prompt and listen for 1 digit. Add a decision action after the collect input action (not within either of the outcome paths) and check if the user entered 9. If it is not 9, then use the enable participant recording action. You can add a jump to menu action to proceed to your main menu at the end.
Resources:
https://help.mypurecloud.com/articles/set-starting-task/
https://help.mypurecloud.com/articles/collect-digits-data-action/
https://help.mypurecloud.com/articles/decision-action/