It seems like a little strange to me, too. Bailey has some seperation anxiety, which he is gradually getting over. I just started leaving for longer periods of time, slowly. He seems to be getting the hang of the idea that I WILL come back and he IS going to be okay alone.
I am fairly sure if I were to call the answering machine while he was alone in his crate, he would freak out. If I am in the other room talking to someone while he is in his crate he gets upset since I think he feels neglected. I think the same thing would happen with the answering machine.
But, I'm not a dog expert.
And all dogs are different... Who knows!