They are not monitoring your phone when you call them. That would be way too much work for the small amount of time they will be talking to you.
They cannot reach through your phone (whichever one you are calling on), examine your iPhone and then smack you upside the head with it for daring to call them while your phone is jailbroken.
If they ask you to send it in for repair/replacement, back it up, restore as new (which wipes the jailbreak) and then send it in.