I'm at the front desk at my building, and get this often too. even if I say upfront that I'm not positive X is in the building, but leave a message on VM, a lot of the time the person calls back. I also wonder what they expect me to do - I won't take messages from callers, as I might not see the person come into the building, and most of our employees can check messages from home if they're not coming in for a few days.

(the other big phone-related hassle is when a caller returns a call without knowing who called them, because they just hit redial instead of listening to the message. even with some folks working from home, there are too many people for me to magically guess who might have called)