It doesn't matter if agents record your conversation. At trial, the recording will only be trusted to the extent that the agent's testimony as to its provenance is trusted.

If your testimony is important to the trial, you'll be asked to deliver it again in person, or in a deposition; either way you will have an opportunity to prep with your counsel.

In theory, a recording could be detrimental to you, as either the prosecution or defense would have a chance to play up tiny inconsistencies between your first recording and your live testimony/deposition. Without the recording, the best they can do is have the agent testify "that's not what he/she said the first time." Which doesn't really matter.

If you get prosecuted for lying to the agent, again, you would have a chance to testify at trial, and for your counsel to try to impeach the agent in front of the jury.