Just the fact that you had your credit report pulled for a loan qualification is immediately sold to ad brokers by the credit bureaus, who will sell it on down the line to less and less scrupulous buyers. It's not surprising to me at all that you got a scam call about a loan while you were in the process of legitmately applying for a loan.

I now ask businesses like these "what number will you call me from" and I put that in my phone as a contact, so that my phone will ring. If they call me from any other number I won't see the call.