You did the right thing. I also have a car loan for 2 years from ICICI and no one ever called me so far. Everything is settled with the bank and then only you are handed over the car by the dealer.
As long as you are paying the EMI regularly, no one from bank will ever harass you. Your case looks like some fraudster trying to bully you.
Abhi
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2003 Bajaj Caliber115 | 2006 Alto LXi
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