Its one of 3 companies in the USA that gather tons of information about everyone so they can come up with a magic number that landlords and banks can use to decide if a person is worth giving money to or not, and also to sell you a service that will notify you when they inevitably get hacked again and someone tries to “steal” your “identity”
There is a way to request it by mail, the phone thing is just a quicker way for them to verify you are who you say you are because they ALREADY know all the information, they just want to make sure YOU know the right phone number. If you use the wrong number they might give you an alternative option, or it will eventually tell you the only option is by US mail.
Pretty much anyone who has your phone number can use that information to look you up in a database, experian just spells it out because they get hacked so often its a liability for them to store any information at all, In a normal functioning society such a company would fail and never be taken seriously, but in capitalist america they get to decide if you’re worth lending money to, WHAT A COUNTRY!!!
If its not a verification request then go ahead and give them a fake number, or give them a number from a service that provides one-time usage like textverified. If its not to verify then any number should allow you to continue.