I don't how because I use VM, but my father does not have VM on his phone so I know it's possible.
That being said, that wasn't really my point. If someone doesn't like listening to VM that is fine. It's even fine for them to tell people "I don't listen to VM, so please don't leave me a message thinking I'm going to get it."
I just don't think it's rude to leave a message. Pointless, yes. Rude, no.
The reason I think its rude, in the case of someone who has specially point blank said "i don't listen to my voicemails" is because by leaving a message you (general you) are basically saying via your actions "you should listen to this" - other wise why leave one? Why not just hang up? You are leaving the message for one reason and one reason only, so the message will be listened to. And I think making your own wants try to trump someone else's stated intent of actions is rude.
So in general I don't think its rude to leave a message, nor do I think its rude if its someone you merely suspect of listening to the messages, but once someone actually says "I never listen to messages, don't bother leaving one" to leave one I think is to be directly going against their requested way of handling something of theirs (their VM).
I think this works for someone that you call often. Like the example a PP gave with her and her mother. But, it's a bit much to expect everyone to know that VM annoys you (general you) and never leave you a VM...even if you have told them this at some point.
There are very few people that I call just because I want to chat and with those people, I pretty much know the "rules" and mine is no VM no need to call me back (though they are welcome to if they want). But, besides those few people, I call people because I have a reason to call. And when offered the option of leaving a message, I do. I'm pretty sure that one or more of those people have said they don't listen to VM. But, I don't necessarily remember what everyone's littlel nuances are on phone preferences. And I think it's a bit much to expect that of everyone.
VM is a pretty common thing. Most everyone uses it. And I don't think it's wrong to default to what the majority of society uses when someone doesn't answer the phone. Someone not remembering that you don't listen to VM, is likely just that....they didn't remember. (Again, it would be different if this is a conversation you had with someone who you speak to regularly and often).
But there's another lesson. Leaving a message is not a guarantee that whatever is said was communicated. I tell this to people at work all the time. Sending emails, leaving VM's etc, are great, but the only guarantee that the message was received is getting a confirmation that it was.