I think yabu and unnecessarily petty - although I do agree that it is annoying.
Before I changed my name to DH's, I was Miss Jones and he was Mr Smith (for instance)
I would sometimes get a call for 'Mrs Smith' and I would say 'Well there is no Mrs Smith, but I am Miss Jones, Mr X's partner'.
Most of the time it was unimportant, but once it was the hospital calling about a referral for ds2. DH had made the original appointment with ds2 at the Doctors so his name had gone on the referral form as '[Initial] Smith'. No title for some reason.
The receptionist made the huge assumption that this person was not only female as it 'must' have been ds2's mum, but that also this person would be a 'Mrs'
. So she called and asked for 'Mrs Smith'.
That assumption in itself is a debate - but the fact is, if i'd gotten a cob on and said 'Oh no, there is NO Mrs Smith here' we would probably have missed a referral for ds2 that we had been waiting for for 6 months as I've learned that the buggers will never make an effort to chase you up
It's not worth risking missing important calls over IMO, in an attempt to prove a point.
And actually, by them thinking they have a wrong number you're not even making a point! Just potentially cutting your nose off.