You still always assume an incoming call is a scam no matter what. Hang up, look up, call back, in that order.
Very occasionally you might be making some poor customer support person's job harder, but the vast majority of the time you'll be hanging up on a scammer. You can be polite about it, but firm and brief. "It's my policy to always call back no matter what, nothing personal."
The problem is verifying which number is correct. In most cases it's pretty easy. Bank? Call the number on a debit card. Google? Good luck even finding their number.
But I do agree with you. They can leave a message and a way to contact back if its important and I can take my time doing research. The urgency part is what's caught so many high profile people off guard.
Very occasionally you might be making some poor customer support person's job harder, but the vast majority of the time you'll be hanging up on a scammer. You can be polite about it, but firm and brief. "It's my policy to always call back no matter what, nothing personal."