Why indeed, if they phoned me I would just say, "I have never done any business with you so go away!"
What can they do that O2 can't?
Yes they are legit.
Your details will have been provided by O2 - they are an O2 partner.
Their website sites they are a business user company.
You may want to search these forums for other threads as there are a people who have had problems with Aerial , e.g. http://community.o2.co.uk/t5/Discussions-Feedback/O2-or-Aerial-who-am-I-with-and-why-has-my-phone-st....