At least one of the interactions Trump had with McCabe was a phone call the day after Comey was fired. He'd have no idea if notes were taken during the call and he obviously doesn't understand the concept of contemporaneous notes. They don't have to be taken in real time. Documentation of conversations and occurrences in the aftermath of an interaction or encounter carries more weight down the road than someone's recollection - even if it is 'one of the great memories of all time.'