Since it was not a sales call, he is correct. At least he volunteered to place you on their internal Do Not Call list. Many solicitors for charities hang up when you try to ask them to or ignore the request.
That 'volunteer' spiel is all baloney. They don't care about Do Not Call. If you call their number back the ONLY option you have is to press 1 to be put on their own Do Not Call list. But the only reason they ask you to press 1 is to see if there is a real live human being on the other end of that call. Once they find that out they keep on calling. Other companies, or at least other company names use this ploy. I know because I tried it to see if it would work. It will not. Any time you call a company back and your only option is to press 1 to be 'left alone' you have found a company that makes their money screwing you. These people don't care about cops. They care about money. And probably about stealing a few ID's along the way.