They're not allowed to use automatic dialers, and it takes more man-hours if they have to dial by hand, which cuts out a lot of their profit margin.
And cell phone numbers are unlisted, so they can't know which numbers are valid and which aren't.
Finally, since incoming calls usually cost money, the major telemarketers know that they're going to get slapped down hard and fast if they start calling cell phone numbers. Telemarketing calls are annoying, but being forced to pay for them would generate massive consumer outrage.
So, it's legal for a telemarketer to call you, but they usually don't. You obviously got pegged by somebody that did.
You can register your cell phone at the
do-not-call registry, which might cut it down even further, but if you only got one call it may not be worth even that much trouble.