Indication of a recording?

This message was sent to me by a nice customer. The question that arises is: Is he right? Does the recording have to explicitly state that the call can be recorded and listened to?

"Thank you for the friendly conversation.

I noticed something else afterwards - you said you had listened to my message.

If this is indeed the case, then you should make absolutely sure that a note about this is mentioned at the beginning or that a beep is played.

Otherwise you could potentially face expensive penalties."