Some don't call at all, they just want to know you're willing to give them the information. Others will call just to confirm it is a business, ask for a made up person and either hang up while being transfered or explaing that they must have a wrong number. Others still will call and ask for you, but hang up during the transfer.
If these professionals know anything, it's how to be discrete. Rest assured they're not going to call up and say, "hi, I'm a hooker that drhohio5 is trying to book an appointment with, does he actually work there?"
The providers are gaurding against LE, yes, but also against JERK's (Johns Expecting to Rape or Kill). They figure a gentleman with violent or sinister intent will not give out that bit of information.