Webex Teams supports different types of calls that might affect the notifications you receive. Only Webex Teams calls let you message the incoming caller but you always have the option to decline the incoming call and stay on your active call.
While on an active phone call, you can hold the call you're on and answer the incoming call.
If you get a phone call from someone who is using Webex Teams, you'll see this:
If you get a phone call from someone who doesn't use Webex Teams, you'll see this: