In British English, if a person or a telephone number is ex-directory, that number is kept out of the public telephone book, so strangers cannot look it up. People asked for this when they did not want calls from people they did not know. It feels rather British, and rather of the phone-book age. Though actually, printed phone books have almost gone, so you meet the word more in older British books, forms, and TV than in new everyday talk. In American English the usual word is unlisted.