My cats go to the answering machine when someone leaves a message. If I get home and my answering machine is not on the table, there is usually a message, so I assume my cats get more aggressive with the disembodied voice on the answering machine when I'm not there.
I sometimes wonder if the fact that my spouse usually meows to leave a message has anything to do with it.
But my cats (other than having to be dissuaded from attacking the mouthpiece on my headset phone) are totally comfortable with me talking on the phone. In fact, it's much easier for me to trap Artemis in the bathroom for drug dosing when I'm talking on the phone (I figure she figures I'm distracted).