They're not trying to catch you out!
You don't need a phone line to operate Freesat, but it is true that a newly issued Card must be activated.
This is done by phoning the number provided with the Card and they do an exercise similar to Pairing. ie They take your Box Serial Number and the Card Number, but purely in order to queue the activation signal sent via Satellite to your Box to actually Activate the Card.
Of course, unlike a Subs Card, once activated it will work in any Box.
This is normal procedure and the obligation to call is nothing to do with any requirement (there isn't one) for an operational phone line to be used in connection with the Box.
Edit: Reading between the lines, and bearing in mind what Analoguesat has said, I suspect your Yellow House Card was acquired other than direct from Sky or FreesatfromSky. ie Already activated. (eg Ex-Subs, eBay item etc)
If so, my own diatribe applies.
If not, AS's does.
We've got it covered!