It's one of those technical things that makes sense when it's said, but doesn't really hold any merit. Here is what the law requires.
> If a person or entity making a call for telemarketing purposes (or on whose behalf such a call is made) receives a request from a residential telephone subscriber not to receive calls from that person or entity...
This is from 47 C.F.R. § 64.1200(d). If someone says "please remove me from your list," I believe any reasonable individual should understand that as a request to stop calling.
If they get a request to stop calling, a telemarketer must immediately record the number to the company's do-not-call list and comply with the subscriber's request in a reasonable period of time not exceeding 30 days, and the telemarketer must honor the request for 5 years.
If you want to get technical about it, it doesn't even say the request must be made on a phone call. Presumably, one could make a written request. Perhaps someone could even offer as a public service a way to preemptively send copies of form letters to the addresses of known telemarketers requesting no calls. Someone like the postal service.
