They just needed to check that you are the account holder and you were using the phone registered to the account.
It's a simple enough security check that lots of companies use.
BT sent me a PIN yesterday to confirm it was me when I rang them.
The agent hung up because you would not confirm the security code so they did not know they were dealing with the account holder.
"There are two ways to be fooled. One is to believe what isn't true; the other is to refuse to believe what is true.”
Søren Kierkegaard, Danish philosopher (1813 - 1855)