Not really strange as it converts to an int within the IIF before being converted to a bigint.
I would try a different approach knowing the problems caused by ISNUMERIC[/url].
CREATE TABLE #TEST( CALL_ANI varchar(10))
INSERT INTO #TEST
VALUES
(''),
('1234'),
('7048884212'),
('ARE56465'),
('13656E2');
SELECT ISNULL(TRY_CONVERT(bigint, CALL_ANI),0) AS ANI
FROM #TEST
GO
DROP TABLE #TEST