Humanity has not yet adjusted to current phone technology. You can screen the call with your machine, and then answer the phone if you want to deal with the caller and his issue now. I'm sure that in a few years almost everyone will do this. One is immune from telephone salespeople. There is no negative.
Nothing is lost.
With such a message, you're being honest about what is going on, and letting telemarketers know that it is hopeless for them. If enough people did this, the telemarketing industry might disappear. In fact, two intelligent people can go through complex problem solving sessions simply through voice mail. It would be nice if the Caller could push a button indicating that he wanted to leave a message, but did not want to speak with anyone. I hate it when I want to leave someone a descriptive message, and the place I'm on the line with does not have voice mail.