I just called my phone and left a voicemail.
These are the screens I see:
This one actually has the blinking thing on the SMS messages but I already scrolled over it so it disappeared. You can see 2 icons showing though. One for the voicemail and one for the SMS notifying me of the voicemail.
This is what I see when I click on the SMS button.
This is when I click on the actual voicemail listed.
This is the menu I get if I click on the voicemail listed again.