As you can see, Even though Jill is very bored, she didn't say that she was bored. To sensitive people, they can misinterpret the situation. If I am bored and I call you, then that could mean that I am only calling you because I have nothing better to do. So if you are not very close friends, it is better to say something like, 'nothing much' instead of 'I am bored.'
If you are very close friends with someone, then the conversation can be more direct and honest.