Your question indicates that you expect Android to present a list of available calling applications when you press the call button in an application. This is not the case.
The "open with" dialog only appears when an Intent is broadcast for which there are multiple applications that have registered to receive that Intent with an Intent Filter. When a call is started using the default phone app, no such Intent is sent.
Your question doesn't specify what Intent you are trying to listen for, but I'm going to go ahead and assume it is
ACTION_CALL Intent is broadcast when an application that does not have calling functionality wishes to initiate a call (and thus allow another app to handle it). It is not broadcast from the default phone app because the default phone app can make the call itself.
I would recommend reading through the Intents and Intent Filters documentation again to ensure that you understand how they work and why the behavior want doesn't happen.