Myth, but also, perhaps, a scam.

It is hard to image a better way to get your number than having people dial your server up and insert their phone number thinking they are excluding their phone number.

Related, a common thought about no-call lists is that spammers could easily site their company off-shore, where US laws don't apply, and they subcontract or lease dialer banks inside the US to make the actual calls. The key that makes this work for them is having your number. Which is pretty easy because the US government distributes the database of no-call numbers.

In effect by signing up for a no-call list you could be guaranteeing that scammers have your number. Evidently it hasn't happened much yet but ... in time. Something to keep an eye on.