I didn’t know what the effect was called, but after some searching I found this:
In telephony, sidetone is the effect of sound picked up by the telephone’s transmitter (mouthpiece) and instantly introduced at a low electronic signal level into the receiver (earpiece) of the same handset, a form of feedback.
Almost all land-line (wired and wireless) phones have employed sidetone, so naturally it was an expected convention for cellular telephony but is not standard by any means. Usability experts believe that lack of adequate sidetone causes some people to shout or speak too loudly when using a cell phone (this behavior is sometimes referred to as “cell yell”).
Cell Yell…. LOL