Relatively new to a role and there’s one individual who will randomly call me to go over stuff..

I find it to be incredibly rude as he must think I’m not doing anything? But I’m in the middle of working on things that take a lot of concentration and I hate that I’m expected to just put a pin in it and pick up after the call. I want to ask for a few minutes to wrap up what I’m working on first but I dont want people to think I’m rude or a slacker? Or is it a fair request?