They are not telemarketers they are scammers trying to get your credit card information, Otherwise you are 100% right don't ever give out information to someone who calls you and if you do call always make sure to use the publicly listed number for your financial organization.
That's why I liken it to the whack-a-mole game you see at carnivals. But better the number you recognize than a new one, so don't block it, just don't answer.