There are two different places in which they might be prompted for a phone number:
The shipping address page
The billing address page

There is currently no configuration option to make the phone number field required on the shipping address page.  This could be accomplished through a customization, or perhaps, with enough knowledge, via javascript on the page in question.

If you'd like the phone number to be included as part of the billing address, create a case with Luminate Online support referencing this article.  This could potentially make phone number required in a number of other locations across your site that take advantage of donations classic transaction processing.