I doubt, mokryna, that he actually had all that information about you. It was probably just part of his act. If you had answered him in French or any other language than English, he might well just have rung off.
Admittedly, if it had happened to me, I too would have wondered how he had got hold of all this information about me, but he probably really only needs our names to work out which language to speak, or else is just trying it on.