I have a user that deletes normal email and it goes to their deleted box in their Unity VM box.
Ok. I hope the explanation that the behavior being observed is the expected behavior makes sense to you.
If Unity could be configured to only announce the voicemail messages when one goes into the deleted messages conversation in a UM configuration, this question might not arise. However, the cost to Unity for implementing such an ability to sort through this folder thats often full, and distinguish voicemail from email, would likely be so significant as to impair Unity's functionality, so we don't do it today.
Let me know if this helps your question or if you need any further clarification.