Voicemail Notification missing on Iphone 6 with data off

On Iphone 6 (ATT), Voicemail notification (Red Dot) is missing when data is off. I understand data is required for voicemail to be downloaded to the phone, but with data off there should be voicemail notification. Anyone has a solution to this. I do not keep data on all the times and without voicemail notification, Iphone6 is missing an important feature. I have Iphone4 also and that works fine, I get the voicemail notification without data on.