You should know that the sound reaches our ears in two different ways, it can be transmitted through the air but also through the bones. When we are hearing our recorded voice the sound waves are transmitted only through the air, they will vibrate our eardrums and arrive in the cochlea, which will convert these vibrations into nerve impulses so that the brain can interpret them.
However, when we are talking normally, the sound is transmitted through the air and the bone. The vibrations travelling through bones come directly into the cochlea after passing by skull bones. Hence, we feel our voice is more heavy. In comparison, we often find our recorded voice to be more sharp. Hence, the recorded voice looks odd and displeasing to us as we are not accustomed to it.