Hi joyL97,
Thanks for bringing this issue to Apple Support Communities today. It sounds like you are not getting visual voicemail for your eSim business line.
Have a look at: Using Dual SIM with an eSIM. Please note: "When you're on a call, an incoming call on your other phone number will go to voicemail, if you have voicemail set up with your carrier." and "If data roaming is on for the number that uses cellular data, then Visual Voicemail and MMS will be disabled on your voice-only number."
Your carrier would be the one to activate voice mail. You should contact AT&T to see if visual voicemail is available for your eSim line. Please also see: Set up Visual Voicemail on your iPhone
Have a great weekend!