I've been travelling for a number of years (when a MB in Europe was around 10€), inside and outside Europe, and never ever had this happen, or heard about this

I've been travelling for a number of years (when a MB in Europe was around 10€), inside and outside Europe, and never ever had this happen, or heard about this happening. Probably something intentionally made by your operator — but in Spain, I don't know of a single mobile operator who does not route voicemail at their own network level.