Someone has already answered above. If compulsory inspection is required according to national laws and regulations, it must be compulsory inspection.
Anything other than the provisions of national laws and regulations is up to you to decide. It mainly depends on your own needs.
It’s also good to see if your company’s quality management system has any requirements. For example, key monitoring equipment that has a greater impact on your process flow and product quality, and the internal control documents of some units also need to be regularly inspected or calibrated.
If the pressure gauge you mentioned is used as a safety accessory on a pressure pipeline or pressure vessel, it must be compulsorily calibrated.