It is a continuation of the multi-factor approach. The phone number (that the service already has saved) could easily be looked up. That is, they could send you the SMS recovery code without ever asking you anything other than your user name.
But, by asking, the service is checking a "something you know" (normally a password, but now your phone number) token before validating the "something you have" token (your phone to receive the SMS). This means that even the password reset is a 2-factor-authentication operation.
It has the added benefit of preventing automations from using the service as a way to SMS spam folks (causing annoyance to the users, costing the service provider money for all the SMS transmits, and potentially setting up a [D]DoS scenario). The username and phone number have to match before the SMS message is sent, which is an efficient safety.