Your partly correct coenoby.
Yes answering the phone does activate the number as being live however these scammers are a lot more sophisticated these days than they used to be and a lot more information is stored against the numbers than you might realise.
I was involved in security and although cyber security was not our main area we did cover it and that included telephone scamming, information trawling and manipulation. We employed ex scammers in order to learn more about it and as you correctly point out not answering the phone is the best solution of all to avoid being scammed and wont flag up as a live line however your advice to let it go to answerphone does not help as that is still answering the phone so whilst you might not be talking to them they are connected so they now have that as a live line.
Secondly there is something to be gained by stringing them on which is that your number gets blocked as "NOT TO CALL", it wont stop computer generated repeat random dialling but it will stop targeted dialling by that particular organisation. Time is money for these people so quick calls are very important to them they do not want to have their time wasted.
Try it next time you get a call, if you just keep putting the phone down then they will just keep calling back but cause them grief and they will just take your number of their target list.
Of course as you say telephone lists do get sold on but usually only when there is other information to go along with the number such as your name and/or address, known service providers, bank or other personal information, without that information the lists are worthless as its quicker and cheaper to use random diallers.