Even if you don't like them, we live in an era where it's smart to leave a message if your call gets picked up by one.
The other day while I was at work, I wound up with a missed call on my phone. No big deal. It happens. It's just that this was from a local number, and I can't help but wonder if it was somebody I know.
Part of the reason I know and wonder those things is because these modern phones we all have nowadays record these things for every call. They also have, in most cases, at least as I understand it, voice-mail built in.
So now I'm wondering who was trying to call me and why. A quick message saying “Hey, this is so-and-so, give me a call back when you get a chance.” might have cleared that up a little bit.
In the end, I think the best thing to say here is that we've all got cell phones with answering machines and at least marginal caller ID, so it's just as well to leave a message.