There are many valid reasons for making anonymous calls in 2024, including but not limited to being able to suss out information without exposing ones on identity.
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?