It has to do with the way you are checking your voicemail because there is no notification for when you check your VM, it only should announce when a VM is being left... Are you using the Visual Voice Mail App or the stock Voicemail?
I am using the stock voice mail; not the visual voice mail. After I check my VM, the phone beeps and there's a notice in messages that 1 message is there, and it's only the call I made TO VM, not a new VM from a caller I missed.
I'm having the same or similar problem with my brand new HTC Rezound.
When I tap-open my voicemail, I have a notification to subscribe to visual voicemail for $2.99/month. -I don't want to do that and I want that notification gone. I've owned the phone 2 days and I've accidentally tapped that notification twice. That would be extremely annoying to have in my way for the next 2 years with this phone.
I've tried signing in to it but cannot (since I don't have a numeric password). -I've searched the settings and cannot find any way to dismiss this notification..
Please HTC make this go away.