Short answer. Yes, always. Article 32 provides that a fee collected by a private fee-charging employment agency shall be always covered with the appropriate receipt clearly showing the amount paid. A recruiter who takes your money and gives you nothing in writing is already breaching the provision.
What the law says
Such fee shall be always covered with the appropriate receipt clearly showing the amount paid.
Labor Code, Article 32 — Fees Charged To Workers. Read the full provision →
“Always”, and showing the amount
Two words in the sentence are doing the work. Always leaves no room for the familiar excuses — the cashier has gone home, the official forms have run out, this one is only a partial payment, it will be included in the final receipt later. And the receipt must be clearly showing the amount paid, so a signed scrap acknowledging that you paid "the fee" does not satisfy it. The figure has to be on the paper. A receipt that hides the number is precisely the document an overcharge needs in order to stay invisible.
What the receipt is protecting
A receipt is the only thing that converts a conversation into a fact. Without it, a dispute about what you were charged is your word against a licensed company's records, and the records were written by the company. With it, the amount is fixed and everything else becomes checkable: whether the charge exceeded what is allowable, whether it was collected before you had the job, and whether it was received by the licensed agency at all or by an individual who happened to be standing in its office.
Read the name on it, not just the number
Take the receipt in the agency's registered name. A slip signed by a recruiter personally, or issued by some affiliated travel or training outfit, records that you paid somebody, but it does not record that the licensed agency was paid — and the licensee is the entity answerable for the recruitment. This is the gap through which a claim quietly falls apart months later. Check the name, the date and the amount before you leave the counter, while a correction is still an administrative matter rather than an accusation.
If the receipt was refused
Do not treat the refusal as a formality you can sort out afterwards. Record it while it is happening: the date, the amount, the office, the person who took the money, and any message in which the payment or the promise of a receipt is acknowledged. Bank transfers, remittance stubs and e-wallet histories carry a date and a payee and are worth more than memory. Then decide whether to pay at all, because an agency unwilling to write down what it is taking from you has told you something about the rest of the transaction.