When you hear "this call is recorded" do you suddenly start acting all pretty and sophisticated 😀

No, I'd be tempted to enunciate very clearly all the things wrong with the company I'm calling. But I can't remember the last time it happened, I'm not sure many companies do it in Norway because complying with the data protection rules could be time consuming and expensive. For instance the person recorded has a right to a copy which means that it must be correctly labelled and securely stored even if the ostensible purpose was merely staff training.

Also because a person's voice is identifiable it comes under the heading of personally identifiable information which drags in a raft of other rules. It's simpler to just not do it unless you have a really good reason.