Is one phone answering the calls faster than the other. Thinking out loud that since caller ID on a pots line is sent between 1st and second ring, if a call is picked up before that information is sent, it might not get logged.
This explains why some calls ring once to the caller but the called number does not ring until second ring, so the caller ID info is available to a device to decide to route a call rather than deliver to a ring-able phone.
As for "smart telemarketers", they generally use a predictive dialer that just bulk dials. They could care less about how you might have your phone configured and since most people only have one telephone call capability, I can't see them wasting a second call whick might often not go through, when they can just call a second person who may give them money.