I reply "Thank you" when it says this. I mean, it's permission right? Saves me remembering to ask the person who picks up if it's OK for me to record our conversation.
Generally most companies I know have an opt-out option in the IVR now (IVR = voice menu). Or opt-in in the countries where that is required.
Of course the real solution is to make phone support paid (with a refund if the problem ends up being the company's fault or something that can't be done self-service) as to discourage this behavior.
> * Every business’s hold loop is different and simple algorithms can't accurately detect when a customer support representative comes onto the call. Hold for Me is powered by Google’s Duplex technology, which not only recognizes hold music but also understands the difference between a recorded message (like “Hello, thank you for waiting”) and a representative on the line.
And yet they also want you to believe "Your call is very important to us!"