Because:
If you answer a robocall the computer which placed it then lists the number as active. They sell these lists. You will get a lot more robocalls after that from telemarketers (if you are lucky) or scam artists.
Calling the number back is usually fruitless. This will also get you on that active number list unless; the number is "spoofed" - meaning it is a false number put on your CID by the callers computer dialer. Many telemarketers do this and nearly all tele-scammers do this.They do not want you to know they are calling from India, Pakistan, Russia, Africa, etc.
Sometimes I call them back from a different phone, after blocking my own number from their view. But don't do it with a toll-free number, because your number will be visible to them. And Terpodion is right - most of the time you can't call them back, or you'll get a blind voice mail saying your call is very important or some such. Best to just not answer in the first place, or if you do call back, hang up immediately. I've started putting all callers that don't leave messages on my Do Not Answer list. If they are legitimate and call back, they will leave a message and I can reinstate them. I will note, it is amazing how much my spam call volume has increased since I signed up for a Medicare supplement plan. Just sayin'.
Jim,
When I was 15 y/o I wrote a program that auto dialed telephone numbers. It ran all night long. Next morning it printed a list: Date, time, telephone # and Yes connected / No didn't connect. Back then I was looking for modem connects. Later I would dial into those modem, hack password and enter systems. It was a game played by geeks. That game has turned into a million dollar business for companies willing to buy active telephone numbers. Terpodion offer good advise.