It’s not Airtel that is calling you. It’s a scam. They just want the device. Your number has been leaked to the scamsters. You simply block them. There are multiple of these scamming groups. So they don’t really know if your device has been picked up or not. Nothing is going to happen if you don’t return the router at all.
How do I know? Same thing had happened to me, with Airtel DTH device. If you have something like Truecaller installed, you will see the numbers they are calling you from have been reported as spam hundreds of times.