My doctor's office won't leave messages, and appears to have about 20 minutes a day where they pick up the phone, so, if I don't pick up when they call, then I can't talk to them. (I know, I know, get a new doctor. But this is my third try to find a specialist who's willing to go beyond "here are some easy suggestions that you've already told me don't apply to you," and there are only so many battles that I can pick before I just run out of specialists entirely.)
To reiterate, calls need to say who's calling. They don't need to come from a number that will be answered.
It's about liability, and making sure there are consequences for spamming.
Edit: actually the more I think about your comment, the less sense it makes. What information could be gained by an anonymous phone call? Please walk me through this scenario, because I don't see it at all. Who is giving away sensitive information to an anonymous caller that they wouldn't give if there was caller ID?