And are voice mail greetings and messages lost?
You should always perform a CCA backup before an upgrade in case you ever need to restore and all is backed up including voice messages and greetings.
Sw upgrade itself doesn't remove anything as long as you don't check the box in the CCA GUI that says apply default config, or Auto format my flash.
Applying default config does a factory reset and the auto format flash cleans off the Flash and uses your PC as a temporary TFTP server and an FTP server and creates directories on flash and then puts back what it recognizes as valid files.
If you already have a directory structure then you shouldn't need that option.
If you named a custom file the name of a system file, it may be in danger of being overwritten.
But as far as voice mail greetings and voicemail, just don't click the default config and you should be fine.