Iphone reminder is different
When receiving a call you can either Decline it, Accept it, Respond with a text message instead of answering (by pressing the Message button) or Remind yourself to return the call (by pressing the Remind Me button).

When tapping the Remind Me button, two options are displayed: Remind me later or Remind me whenever I leave this place. 

The reminder you're referring to in your question, is one of the Remind me later kind.