Hi Matthew,
Could you set up a generic "Logged out EM" mailbox for these users. This mailbox would be set to not take any messages but could play whatever info/text that you require. Then set up a Voicemail Profile on CCM and apply it to the EM users without personal voicemail? This way one generic mailbox could be used for all of these users. So as not to take up alot of costly mailboxes.
Just a thought, hope this helps!
Rob