I got a voicemail for a similar scam around a year ago (I do not know how prevalent this scam is in the United States). I ended up laughing at it. If I were truly looking at potentially being arrested, then why would they need me to call back to provide my information (they would already know my information if a warrant were out for my arrest)?
Most of the scam messages I get seem to be “bots” nowadays. Things have also gotten to the point where I don’t answer a call unless I recognize the number (if it’s important and I don’t realize it, they will leave a message).