In many states in the US, you only need one party's consent. In the cases where you need dual party consent, they must explicitly ask you. Of course, that works both ways in each case. If you only need one party's consent, you can be that party and record. You don't even need to ask consent.

Also, you can opt out. Just ask them to stop recording. If they don't, hang up. But most companies will stop recording when asked.