Now, there are exceptions, some carriers go through these regulations in order to better save the customer and have the ability to seacurely release the information.
Most carriers don't even bother with this due to system changes and special regulations. It is a matter of what the carrier chooses to do. In some cases, the carrier chooses not to mess with it and just to send you your outgoing calls.
It is easier and less costly, and they instruct there employees to blame the FCC or "Privacy laws".
The downside to this is there is nothing you can do to retriver this information nor change the way that they operate.
In the UK and to my knowledge all the cell phones that are sold here have a caller ID function of some sort or other, without it I don't think mobiles would be as convenient as they are due to the fact that when you store contacts in your phone their number would not show when they call and you would always be in the dark with respects to who is calling you.On most phones you do have the option to hide you number from being displayed on the recipients phone.
However, the phone would still register the call but it would say it is from a "Private Number" in which case there is no way of discovering the number. Your associate's voice mail service may or may not store the number of callers who leave messages but it is not a given!
You may like to check to see if your number appears when you call others, just to make sure that you are not withholding your number inadvertently? Unfortunately there is no way of saying whether you associate is telling the truth or not.
Unfortunately you can't find out what number called you if the caller is hiding his ID. It depends on your phone model, but go to Settings, Security, Call Barring.
If you find 'incoming calls except from contacts list', this will make you receive only calls from your contacts, but I think all phones only have the option 'incoming calls' which make you receive no calls at all.
Anyway, if someone is annoying - threatening you, call your network straight away.