If you think it's worth the price, fine. Because if you annoy them, it's no skin off their nose to share your info with every other scammer who works by phone and on the web, and they will even enroll you to receive tons of US Mail. Go ahead, act stupid, see them escalate. Sounds to me like a moment of lowering yourself to their level, for untold months or years of escalated harassment. If you really want to prove your [***] is bigger than their [***], ignore the call.
It isn't that hard. It's a matter of governmental inertia and disinterest, and they don't hire very good programmers... The scammers have more motivation and skill. And sweetie, let's be honest, the world has worse, much more pressing, problems at this time. Je suit Paris.