Actually the reason for that recorded message is because of California, it serves as the legal notification that the company is recording, if you don't want to be recorded don't complete the call, by completing the call you consent, per the FCC.
It makes more sense when the "may" is not taken as "might" but as permissive, as in "thank you sir, may I have another", a phrase whose on-screen appearance exemplifies the usual corporation/consumer relationship.
