I had this same problem, I switched from Verizon to t-mobile and got the same message on my iPhone 11. I fixed it today, here’s how: Call yourself and set up your voicemail. (Remember the pin you use) After you’re all set up, have somebody call and leave you a voicemail message. Now go to the voicemail tab in your Phone app and tap set up, input the pin that you had set up when you called yourself. GOOD TO GO! Just got my new iPhone 12 Pro and ported numbers from AT&T. This worked for me as well! Thank you!
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