I would definitely think if you dont' contact them they'd take that as a sign of disinterest.
I don't know if I'd necessarily Call back unless they were your #1 or #2. But maybe an email saying "thanks so much for the call, sorry I missed you".
I don't know...anyone else think so?
During your interview day, you're asked if you have any more questions about the program at least 1,000,344,560 times.
If they call a week later and ask again if you have any questions, and you just truly don't have any left, even if you really are interested in the program, what are you supposed to do? Call back and make one up? ("Hello. Can you tell me your favorite thing about your program? And also what new changes are underway for the department?")
I guess you're right, you could just call or email and say thanks for contacting, but if you've already sent a thanks for the interview day? I don't know if you need another thanks for the additional contact...Then maybe they try to contact you again to thank you for the thanks, and you have to thank them again so they know you're interested, and then they again tell you to feel free to contact again with more questions, and then you...
I'm kidding, of course. But early in the season I got a call a couple weeks after my interview from what will likely be my second choice, asking me to feel free to get in touch if I had more questions. I had none, and had already thanked them for the interview day, and didn't return the call. I felt okay about that choice...I certainly didn't mean it to appear disinterested and hope they didn't interpret it this way.