I'm not sure about the legalities, but some possible answers are:
a) Because the automated system will continue to call them until they connect a real person to the customer.
b) If the law is silent about which party can impose bureaucratic hassles on the other, then perhaps this system would satisfy some legal obligations.
I.e., if the law allows a business to argue, "The customer who wanted to cancel their subscription never stayed on the phone long enough tell that to our customer service rep!", then perhaps the law also allows a customer to argue, "I tried to cancel my subscription, but they kept hanging up on my voice menu system!"
Perhaps I misunderstand the law, but my (potential) pet peeve is that businesses get away with imposing time-consuming, costly friction on their customers in the form of paperwork, call-waiting time, etc. I think it would be just for customers to repay that in kind.