If you answer the scammers and interact with them IN ANY WAY*, you at a minimum have confirmed that yours is a live number. While this particular scam may not have bitten you today, they get ancillary value off list-scrubbing for numbers that have real people on the other end and selling that data to other scammers.
2oldman's advice to just not pick up unidentified numbers is best.
*Telling scammers who are already violating the DNC (or other laws) does nothing but confirm your live status. They care nothing about laws.