I've had phone calls from plenty of telemarketers/scammers over the years. If I don't recognize the number, I don't answer. If I'm expecting a call from someone but don't know what number they'll be calling from (hospital, doctor's offices, bank offices don't always ring out from the same number you call in to) then I'm confident enough that they'll leave me a message, even if it's just identifying themselves and telling me to call them back. If they're trained not to leave a voicemail, then I'm probably not really wanting to talk to them. And if I get a voicemail from a machine, then I know I don't want to do business with them.
If I'm on the phone with someone and the call waiting signal starts going off, I'll tell my friend to hold on a moment while I checked the screen to see who was calling. And if I didn't recognize the number, I'd tell my friend to wait until the second call went to voicemail. There's no reason to answer it and disrupt the first call.