There is good reason for this policy; if the person recording was the only one who knew a recording was being made then the person could "steer" the other party into saying things that they ordinarily would not say.
Oddly, I don't think that PC programs like dragon speaking naturally or similar transcribing programs are covered...I think it is only audio recording that is not allowed.
Perhaps someone makes a small transcribing device that does not store the audio..??