WTH

Ive been applying to alot of MM firms and networking at the BB Im currently at to get into IBD. So yesterday Im sitting at work and I get a phone call from a pretty good MM firm for an M&A analyst position. She asks me a series of questions (why am I not in banking rt now, whats my day to day responsibilites in my current job, why do I want to work in banking, etc...). After all that, she asks me when, if I get an offer, would I be ready to leave this position. What is a good day/week to setup an interview, is there a particular time that works well for me etc... We cover all these little things, and she asks me to hold for a moment, I figure shes pulling up the interview schedule to pencil me in. Puts me on hold for about 30 seconds, and then comes back and says 'Unfortunately we're looking to hire someone with direct banking experience so we wont be having you in for an interview.'

WTH is that all about? What is wrong with these people? Do they get pleasure out of toying with people like that? Im completely dumb founded, at first I thought maybe I flubbed one of my answers, but honestly, she sounded like she was about to setup an interview than she comes back and blows me off. She didnt ask me any questions after the ones that made it obvious that they were having me in for an interview.