I would always reply to a missed call from a family member or someone close, usually through WhatsApp. Having said that, I won't answer my mobile if it is an unknown caller, which is so often a scammer., Similarly, I often ignore the home phone, depending on what I happen to being doing, have had some extraordinary voice messages from unknown callers, supposedly from HM Inspector of Taxes saying "there is a warrant out for your arrest"
Regarding friends answering the phone to other people when they are with you, yes that's annoying, particularly if a long conversation ensues. I actually have a friend who does that with her daughter, having seen her earlier and will see her again later, what's to say? they are never urgent. I really like the approach of another friend at her place when she answered the phone she said "Hi whoever, I'm with these people right now, so I'll get back to you another time" and, if the situation isn't urgent, I think that is the ideal response.