Strange phone call

Just got a random phone call from some random person.
I thought he was from a telemarketing when he asked if he could talk to Mr. Douglas. I told him you probably had a wrong number and thought he would say something like, "sorry, thank you, bye" or if he needed to be more persistent, then "could I talk to the owner of the house?" or "congratulations, you've won a holiday to an island with a catch!" But then this guy didn't do any of the things I expected, but instead, to my surprise, asked me where I was from!

I said: "What? You called me (thinking he was referring to which country I am in at the moment since the telemarketer might be in India and made a mistake). I'm in Australia."
Random Guy: No, no. I mean, where are you from?
Me: (this might not a telemarketer after all) You asked for Mr. Douglas, and there's no one by that name...
RG: I think you are from India.
Me: (somewhat offended, why, does my English sound like an Indian?) no, what, no..
RG: Well, I'm from China, where are you from?
Me: (what does this guy want!? Is he a stalker?) I'm not from China, and why do I need to tell you where I am from? (hmm... why does telling him where I am from feel like a big deal now?)
RG: hey, man, what are you doing at home in Australia?
Me: (that's it, enough of this random game!) Have a nice day!
Then I hung up the phone.

Geez... What was that all about?
I wonder if that call was really random or someone was playing a game... I also wonder why I was so defensive about telling him where I was from. I'm from Korea. Why did I feel so protective of my identity and privacy?