It's strange... I have a SW unlocked iPhone on Tmobile USA. Everytime I restart my phone, or I go in and out of Airplane mode, it immediately notifies me that I have a voicemail (red dot on phone).
If I check the voicemail (push the voicemail button), and verify that there is no voicemail, then the dot goes away.
It's pretty annoying, as I get this fake notification a few times a day. I feel like I'm constantly checking my voicemail!