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Hello,
Welcome to Microsoft Q&A.
According to the document content of PhoneLine.Dial:
The caller must be in the foreground.
This means that your app must be in the foreground when this method is called. The application is not in the foreground when the screen is locked, so this method will not work.
In addition, If the application is a lock screen application (such as an application customized for Kiosk mode), the application can request the user to unlock through the LockApplicationHost.RequestUnlock method.
Thanks.