In the U.S., the norm is to start with, "Hi, this is with . May I speak to ?" and you're right, it's vastly better! Even when they're lying, at least I know what they're lying about! If they say they're calling about my car warranty or some other common scam, I can just hang up and they won't have a recording of my voice saying anything but hello.
The one that really gets me is when a doctor's office calls me about something, but their outgoing number is different from the number I have to call to reach them, and then they start asking me authenticating questions like my DOB and address.
No, buddy. You just called me from a number I do t recognize. I'm not going to give you identifying information!
Then they offer to give me a number where I can call them back, as though that resolves the issue. I'll call you back at your published number, where I always call you, but any old scammer could give me any old number to call them back and it wouldn't make it legitimate.
I just wish they would stop training all their patients to be scam victims.