The con I see on desktop and mobile is that it is actually harder to copy&paste the number.
On Desktop you can't click into the number to mark it, because you're dragging the link now. Not sure if all not so versed people know the trick to start marking slightly off the numbers. On some sites even that can be hard.
On Mobile it depends on your device, but I remember that I slightly freaked out once when I tried to copy a linked number out of a website. Now my phone gets it better. As well as non linked numbers when I long press them.
Another con, for me as a web designer at least, is that it is a source for stupid errors. Just recently I "cloned" a restaurant site, edited the numbers but forgot to edit the link. People called the wrong restaurant for a week.
Plus I usually have to "reset" the color of that link to match the surrounding text.
The pros of having that link on Desktop is saving one copy&paste operation for people using a phone app, plus a tiny nugget SEO juice.
I have seen on many "bigger budget" sites, that they don't link numbers. That's how I came across this question actually.
I think it's debatable. I don't want to have separate designs on mobile/desktop/tablets/foldables/watches, that's for sure.
Having a clickable icon and a non clickable number sounds good to me. Will do it like that in future.