I am curious. I never heard of doing this until a natural scientist friend told me this was common practice in her field for journals. ("That's what the boys do," she whispered conspiratorially).
Having been raised to be quiet and well-behaved (*ahem*), when I receive a rejection I usually take it to mean I need to buckle down and write a better paper / proposal. I assumed that was what everyone did. But apparently some people make phone calls.