That's the thing -- the telemarketing company knew perfectly well they were breaking the law, and thus took pains to hide their own identifying info even when the person did seem interested.

Sure, the fact that the bad guys are "playing dirty" doesn't mean it's moral for the good guys to do the same.

But in this case, simply lying that "that sounds interesting" before telling them he wasn't interested any more doesn't seem too serious. It's certainly not illegal.