When someone calls you a paging channel is setup. This channel is a simple low bandwidth that is one way only. The music is being played by the voicemail server while it waits for you to pickup.
What you are proposing means that the phone would have to respond… create a traffic channel, which you are paying for / being billed against, and removing the voicemail server out of the loop.
So no… There is no app that does what you are proposing because the infastructure doesn’t support what you want to do with it.
The voicemail server is always involved. You never circumnavigate it. Your phone does not recieve the voicemail directly rather the voicemail system stores it. Then it sends out a page to your phone that there is a VM waiting across the paging channel. Your phone starts what is basically a phone call to the server, unbeknownst to you, and downloads the vm.
