yes thats true. but what calling them back does do, is put you on their "live number" lists meaning you will be pestered incessantly thereafter by that spammer and all the others your number then gets sold to. pretty much resulting in the same thing for you.
so they claim to "have your number because you visited one of their websites" but even that's not really true.
its random coldcalls until they make contact. if they get a human response, your number is added to a "live" list which will then be sold many times over.
they just tried to call me on a private cell number which is never used commercially and has never been connected to any website or internet activity. i didnt answer, and no message left.
these type of calls are just scammers phishing for callbacks. don't fall for it, they are never who they claim to be.