New Yorker Phone Etiquette

I've received the weirdest phone calls to this hotel room. It started a couple days ago with this one. I should explain that from the very first sentence he spoke, he sounded like an idiot. I don't know how else to describe it.

Him: May I speak with <some name>?
Me: I'm sorry. I believe you have the wrong number.
Him: This is the FBI, so if it turns out you're lying, you'll be in biiiiig trouble.
Me: Do you know what the penalty is for impersonating a federal officer?
Him: I'm from the <some newspaper> and I just want to talk to <some name>.
Me: You still have the wrong number.
Him: *click*

And I got the impression that he still didn't believe me. Whatever. And then there was this one just this evening:

Him: Hi. May I speak with the person in charge of the Con Edison bill?
Me: This is a Marriott hotel, so you should probably call Marriott.
Him: If this is a Marriott hotel, wouldn't you answer the phone, "Marriott"?
Me: You're very smart. However, I'm not an employee of the hotel; I'm a guest of the hotel.
Him: Oh. Never mind. Thank you. *click*

I get the impression there isn't a lot of trust going on here.