why do people call back people who called their cell phones?

I misdialed a phone number today, and it went to voicemail after 2 rings (i.e. she probably sent it to voicemail). I realized I had misdialed so I hung up. A few minutes later the person calls me back and asked why I had called her. Why do people do this? If I had wanted to leave a message I would have. It's a phenomenon that seems especially popular with cell phone users, but it's also happened to me with people who have caller ID on their landlines.

Often, people are screening their calls. I consider that a socially acceptable practice for unknown numbers in order to avoid telemarkers, bill collectors, and the like. But why, then, would you immediately call the person back to find out who they were? If you're that curious just pick up the phone in the first place!