Possible Suspicious activity on iCloud

Apple does not make such calls.

All such calls are scams from criminals attempting to steal your personal and financial information. The callers will often use number spoofing to pretend they are calling from a legitimate business. The correct course of action is to hang up on them, repeatedly if needed. 

Avoid phishing emails, fake 'virus' alerts, phony support calls, and other scams - Apple Support

Yes, they use number spoofing to pretend to be actually calling from a legitimate Apple number. Unfortunately, it is ridiculously easy for the criminals to use fake numbers.