If they didn't leave a message there was no attempt to sell, so they DIDN'T violate the Do Not Call list. The Do Not Call list doesn't mean that people aren't allowed to call you if you don't want them to. It only prohibits attempts to sell goods or services, which clearly didn't happen if there was no message.
There has been speculation that some telemarketers do this deliberately in the hope that you'll call them back... and they can make their sales pitch then (it's not illegal if you're the one calling them).
I have received the same call several times....each time I tell the foreign guy with an accent, I don't own a computer and he says incredulously "you don't own a PC?" and I say no and he hangs up on me.