No, it wouldn't be reasonable to apply the same mechanism. Mind Reading says that — Mind Control doesn't.
By default, Mind Control doesn't notify the target that they're being controld... but you never, never play Savage Worlds with default powers. Powers are effects, not complete abilities that actual characters have. They are used to implement character abilities, and so you must always give them a trapping. The default Mind Control doesn't say anything about notifying the target, so maintaining that default or changing it is up to the specific trapping. And trappings aren't merely optional "paint" or "fluff", they're required and often have concrete game effects in addition to their fluffier significance.
Let's consider two of the suggested trappings and how they answer this question differently: mesmerism and voodoo dolls.
Mesmerism implies the old "swinging pocket watch hypnotism" or some kind of "swirly-eyes" mesmeric gaze. Either one is an event that a recovered victim might remember after they are no longer mentally controlled. They probably would notice beforehand too... but that no matter, because they're about to be mentally dominated.
For this trapping, it's reasonable to say that the victim might remember, but recalling it and understanding the memory's significance is not automatic.
Wha.. what am I doing here? The last thing I remember is... a pocket watch? Where was I... oh! That was just before I went to interview Doctor Weird! Did she hypnotise me?!
Voodoo dolls are a magical tool to control people that is used at a distance, possibly without the victim ever knowing what's happening to them or who is responsible. You control the doll — you control the victim. Even after they recover (maybe the doll is destroyed during a fight with the alien overlords?), they will have no clues as to what happened or who to blame for their condition.
As you can see, it very much depends on the trapping. If the application of the power leaves memory clues, or physical evidence, then the victim will have a way of knowing or guessing that they were mind-controlled, and maybe even who did it. If the trapping wipes their memory or is stealthy in some other way, then they won't.