fix(recording): Avoid all recording in proxy mode

I was getting warning log messages in proxy mode

>> Mocks path did not exist './mocks'.  Created.
>> Target mocks path did not exist 'mocks/login'.  Created.

The readme says that no recording should happen in proxy mode

https://github.com/Droogans/connect-prism#proxy

Yet it was writing this directory. This prevents that behavior.