So sure, it's easier to hang up on them but you are actually doing them a favor and helping them out by doing so.
No, failure to take hostile action isn't a favor; it's neutrality. Installing their malware would be a favor. I can appreciate those with the time and energy to take fight to this enemy (good on you!), but I have other battles to fight with my (however high) limited anger.
The problem with this enemy, which makes it so hard to care, is how irrelevant they are. So they call people about bullshit, wasting their time. That can be annoying, but there are so many more annoying things.
I suppose some people would say this enemy is worse that that, because the call is just a way of performing a SE attack, but I disagree. I just can't help but get blame-the-victim-y with SE attacks like that. I think many of our society's real problems are caused by SE, much of it legal (e.g. "vote for me, because I'm a member of the correct party," or "believe our religion's dogma, because your parents did") and that we'd all be a lot better off with more "scam antibodies" in ourselves. So part of me hopes these scammers flourish, thereby teaching people to stop being so fucking gullible. Maybe you can't fix stupid, but we can try, and an environment full of con artists is good for that. These assholes are evil, but they're good for us.
No, I'm not fully committed to that outlook (sure, I wanna hurt the bad guys too) but I'm conflicted enough that it evens out. And while we're at it, don't knock lazy! So a position of neutrality, it is.