Nowadays, when banks call you here, they allow you to verify the bank is actually calling you with the mobile app - you can see their name and number they're calling you from in the app. Also, you can often verify you're you with the app too, same as any other app authorization, so you don't have to share any details over the phone. I feel like this is a pretty good improvement.

That does seem better than blind trust but that app infrastructure could get compromised. I would still be wary in any situation where I did not originate the call with the bank.