I mean, I ultimately agree BaFin is shady as hell here, but I can at least imagine a scenario where someone thought "wait I thought we were going to talk about something routine my language skills are not good enough for something this sensitive".
On the international whistleblower hotline of the financial regulatory agency? At least they could have connected them with somebody, or tell them to send an email somewhere, but hanging up doesn't sound shady to me, it just sounds lazy :P
Yes, public servants should be interested in doing their job properly.
In Germany at least, they are un-fireable, so it isn't unusual for many of them to just being counting the days until retirement. Some "harder" task arrives? Sorry can't do that - what are you going to do about it? I can't be fired.
However, considering it's a department that deals with complicated legal issues, my experience living in Germany tells me there's a decent chance the person answering the phone knows formal English better than the person that called.
If they didn't listen they didn't want to listen.