It will almost certainly be a call from a call centre, either trying to sell you something or to get you to take part in a 'survey' (so that your details can then be used later to try to sell you something), where the call centre has made a rather half-hearted attempt to comply with Ofcom rules about 'silent calls'.
Up until a few years ago it was fairly common to receive 'silent calls' where, when you answered your phone, you just heard a period of silence and then a 'click' as the call was ended. Such calls came about because call centres used systems which dialled many numbers simultaneously. If someone answered their phone, a call centre worker was meant to take the call. However if more phones were being answered than there were call staff on duty, some people simply ended up hearing a period of silence before the system automatically terminated the call.
Many householders felt intimidated by such 'silent calls', often fearing that someone was phoning to see if they were at home before coming to burgle their house (or, even worse, to attack them). So Ofcom ruled that it was illegal to use technology which could result in someone receiving a 'silent call'.
However that hasn't prevented call centres from using the same basic systems, whereby lots of numbers are dialled at once (with the subsequent risk that there might not be enough sales staff to speak to people who answer their phones). What some of those call centres now do (instead of just leaving the call recipient with a period of silence) is to divert unanswered outgoing calls to the same system which puts incoming calls on hold.
So people like you end up hearing messages such as "Please hold, your call is important to us", even though you didn't make the call in the first place.