Harry frowned. “Well, I could listen to it, or the Dark Lord… oh, my parents. Those who had thrice defied him. They were also mentioned in the prophecy, so they could hear the recording?”
“If James and Lily heard anything different from what Minerva reported,” Albus said evenly, “they did not say so to me.”
“You took James and Lily there? ” Minerva said.
“Fawkes can go to many places,” Albus said. “Do not mention the fact.”
Frankly, this reads like a non-answer to me.
I think Dumbles is trying to tell McGonagall that he took the Potters there while letting her keep plausible deniability.