I haven't personally encountered that, but you are free to lodge complaint with your local DPA about it.

That exact language is unlikely to be compliant. If you want to maximize your effect you could make Article 15 request to the company in question, get the list of actual recipients of data (make sure to be ask for this specifically) and then make another request to all of those companies. That will then allow you to possibly make further complaints (e.g. why exactly they didn't send Article 14 information to you, are the legal basis they use actually proper in your case especially if the original one was consent and it was not freely given).

Wouldn't you have to "consent" first?

What if you didn't and did not proceed with the process? Can you complain still?

As in - if you didn't give your consent there's no violation has occurred and they don't have your data, so nothing to ask for?