How good are you at saying no?

The phone rang and I was busy.  Not recognizing the phone number and being intrigued I answered it.  'Hello this is Bob from the Halifax.  Can I confirm this is Timothy Moore speaking?'  Well, there was no problem with admitting who I was and I thought I might get this testing question right. 'Yes' I confidently replied.  'Are you the Timothy Moore who lives in Shepley?'  'Yes'.  'Can I ask you to confirm your date of birth for security reasons?'  At this point and with work pressing on me I felt the need to ask why a stranger purporting to be from a bank (boo, hiss) wanted my date of birth.  'For security reasons'.  'But I know my date of birth.  You phoned me, I didn't phone you.  Why should I give you my date of birth?' I asked him again.  the reply was predictable. By now I'm a bit ticked off.  'Are you selling me something, because I didn't phone you and never asked to buy anything?'  'We do sell products' he said.  It was his turn to be confident with his reply.  'Well I don't want to buy anything'.  Bob was a tad huffy now and said a curt goodbye and the phone was once again free, as was I to get back to work. I felt bad for not giving my DOB and for leaving Bob on a sour note.  Why? It's funny how innocent people can quickly feel guilty for not giving over personal information. It's not as if he had a gun to my head and all I had to do was put the phone down.  I used to be good at saying no.  What's happening to me?  Am I becoming too Christian or just losing my youthful playfulness or something worse?