As a normal phone user myself I have hit the problem of both the indicator not going away, as well as the problem of not getting the indicator.
I have some insight into what actually is happening as a mobile phone developer. When you switch on your phone, the phone "camps" onto the local phone network cell for your network provider. The service provider sends down loads of GSM messages to your phone as it logs onto the service providers network (called camping onto the network)
One of the messages that is sent is the voicemail pending indication. When this is sent, the phone displays the voicemail indicator on the phone. With a phone hooked up to debug apparatus I have seen this happen (Tesco network with a TTPCom OS based handset -- same logic
applies regardless of handset or network)
The problem is that the network does not re-send the same voicemail pending indication whilst the phone is logged onto the network. It is sent once only each time the
phone camps onto the network, and once each time
new pending messages arrive.
Sometimes the network and the phone can get out of
step. If you swap SIM cards for the same provider in the
phone and keep re-powering the phone whilst in the
same cell, you can force this mis-match to occur. I have
done this myself and observed the lack of voicemail (and SMS) indication from the service provider even when I know
a VM (or SMS) is pending because you can see that the
in-bound GSM packet is absent from the debug trace.
The way around the problem is to get the network provider
to re-sync with the phone. The easiest way is to do what
was described earlier, by using the same phone and calling yourself so it goes to voicemail. Leave a message. Dial your voicemail account and delete the message, and wait for a confirmation announcement from the Voice Mail system.
Then you should get a fresh voicemail indication message
to your phone which means its all synced up again.
I have found if you don't get the voicemail indication
(or SMS messages you are expecting), then powering off
and then powering on a minute later, forces the phone
to re-camp onto the network, and makes your network
provider send down the voicemail indication (and SMS
messages).
On one occassion I had a problem at the service provider
end whereby I deleted all my voice mail messages but the
system behaved as if they were not deleted even though it
reported no pending messages. I had
to call the network operator to "reset my voicemail" and
"delete all voicemail messages". That cured the problem.
I hope this helps clarify the problem.