Yep, they never call you back. I never had a single office call me back when I was looking for someone to shadow.
So here's the thing. Most dental receptionists have no idea what "shadowing" is. When none of the offices called me back, or flat out rejected me saying "Sorry, we don't offer shadowing," it meant they had no idea what I was talking about. I then became more proactive. I dressed in business casual clothes (scrubs would work too, they might work better in fact), printed out a stack of resumes with the objective plainly stated, and went to all the dental clinics in the vicinity of my house.
I'd walk in, and ask the receptionist that I was looking into a dental career, and needed some advice from the dentist. Was it possible if I could speak to him or her for only 5 minutes? If they said he/she was busy, I'd politely tell them I'd be willing to wait. When I spoke to the dentist, I'd hand them my resume and ask them if I could shadow them. This worked for me every time except once, and that was only because the dentist already had a student shadowing him.
Good luck!