Someone calling 911 for a person with a DNR isn’t going to be a good source of information on said DNR. A dispatcher isn’t going to attempt to verify the DNR is valid through the phone with someone that’s panicked, so “just do CPR” is the safe course of action.
If you get a DNR it needs to explained to your family what it means so they at least know what to do. And even if they freak out EMS/a nurse/etc will see the DNR and not continue resuscitation.