What you probably did by calling back was to get your phone number verified as a "live" number that the scammer will use again and maybe share with his cronies.
It's not wise to call back unknown numbers these days. in fact, it's not wise even to answer unknown numbers any more. If it's a real caller who wants to speak to you, they will leave a message to that effect, but even then we need to be very cautious. It's always a good idea to check numbers here before calling.
I get about 2-3 calls a day from this number saying they are from smart energy service, I have asked to be removed from their list and they still call. I tell them I am not interested at all and they still call. They also try to use scare tactics to get you involved in the call such as " you know your electricity will be going up by 40-70 % at the end of the year "etc,
I receive numerous calls from the energy scammers -- I keep a coaches whistle next to the phone. As soon as they introduce themselves, I blow the whistle in the phone -- this will dampen their ears and hearing for a while -- yes -- this is legal.