I just got a call from the same lady and the conversation was almost identical to yours. I hope this isn't the beginning of a lot of unsolicted phone calls.
These people obtain your info from the accident report, which is public record. You will get anywhere 5-10 different calls after an accident if you're not at fault. I use to be a marketing director at one of these firms. Just tell them to take you off their list and they will stop. Or mention the Do Not Call List. Also these ppl have been known to commit fraud by misrepresenting themselves as to be the insurance company. If you could record the conversation and get them to say they are with an insurance company, you could really [***] these peoples world up. BTW I quit my job because of a moral issue.