A cellular phone have a small microphone designed to work with someone speaking very near the phone. A cellular phone is also designed specifically for two way communication.
The microphone used with an alarm system is also used for “listen in” to try and hear if there is a burglary in progress and thus many outside “noise” will also be picked up. A cellular phone use a directed type of microphone while an alarm system use a wide angle microphone.
With an alarm system you will thus hear much more noises.