Million dollar question here

how they should know that it's rly your phone? you could give them a wrong number and pay your bills with someone else's phone. it's a security thing.. better they do it that way than not..so there will be less / no problems with that specific case.

what i hate is when government departments call me and ask to prove who i am, but only give a first name as theirs, like a child, so i ask to speak to a grown up

Its not so you have to prove its you, its double checking so they know if they have the correct account.