Blocked number

In most cases, the reason people block (private) their number is to prevent the person they are calling to know who calls.  If that is the case, the caller doesn't want you to call back,

However, when Caller ID first came out, there were many who didn't want their number showing up on someone else's display out of privacy concerns, especially when they had to call a business (as opposed to a friend).  There is an option to permanently block one's Caller ID information, and it is possible that a friend did this, not realizing that no one can see their number. That is a problem they created and will have to learn from their mistakes when no one calls them back.

If anonymous calls are a problem that you are trying to stop, there's an app for that on Android (Mr. Number). If you are stuck with an iPhone (pity), you can enable Do Not Disturb 24/7 and allow your contacts as exceptions.  You will not be bothered by anyone not on your contact list, and legitimate callers will go to voicemail and leave a message.