Is there a reason to call otherwise? Got to have something to be able to swindle you with, this attempt is to get a credit card number from you. The motive is to steal financial and personal information. At the least, they got a working phone number to resell since you answered.
"Capital One 360" Left a VM about suspicious activity with my account... I don't have any capital one accounts. It looks like Capital One does have a couple 302 area code numbers but all of the real customer service are 888 or 800. Likely scam.