I was torn between explaining and letting them believe it :-)
Most of the time, folks just don’t understand why their company name is in the address and they think it’s a mistake.
To be honest, I do tend to avoid this for anything other than throwaways because it causes too much confusion when I have to phone up, and I’m not really doing it out of a misguided belief it helps with spam (at least, it doesn’t help any more than security by obscurity is unsuitable as a singular defence, but maybe has a tiny role when layered into a broader strategy…)