This sort of thing is prevalent world-wide, and the example given is very US-oriented. The FBI is probably even less interested in anybody doing us in the UK any harm than our own police.
If I'm bored, I might let "Rodney" lead me on before either telling him that chkdsk is running and is 5% of the way through, or use the magic words "hang on, I don't use Windows, its Ubuntu".
When they have cleared down, I use 1471 to get their claimed number. Since my line is TPS registered, it is unlikely to be a UK based number.
If the number was withheld, 1477 reports it as malicious.
If the number was from foreign (starts 00xx), again, 1477.
Quite often its a spoofed number - usually not quite enough digits to be a real number, again this gets the 1477 treatment. I can't tell where the number is, but the system can. It has to, to establish a two way conversation, and it keeps an engineering record.
Not all service providers have the 147x facilities, but its worth checking.