I don't think they're doing something super shady. This happens all the time even on apps when a customer puts something in their cart and doesn't end up making the payment. It's just a CTA
In this case, I agree its more invasive since the person didn't hit submit on the button. But even if i use something as basic as Microsoft forms it captures the data till the point you dropped off and displays the incomplete results to the survey creator. This helps in the user not having to fill the details out all over again if they stop mid way
I mean it can be argued that the company shouldn't use this data to call me since I haven't filled it 100% but I mean if I have the data right there...