Yes, the thought had occured to me and after a few days ring your bank and claim you never made any deposits to a bookmaker ! Only works though if you bet on the phone/online via your debit/credit card!
Don't think it makes any different which company you are with TBH, if the computer decides to ring 01210100000- 05 then if one of those numbers is yours you'll receive the call.
If you haven't already got one invest in a phone with caller display. If I don't recognise a number or it is withheld I simply don't answer. If it is someone genuine they'll leave a message and I can get back to them. Not expensive ( though I guess they are if you are broke!) at about £25-30 in Argos for example.
No, but I bet a few of those who do are stupid enough to believe it is genuine.
Should report it to BT or any body set up to deal with hoax phone calls.