One additional data point - which confirms KiltedTim and Meg St._Clair's comments:
Last night, I powered off my iPhone and all Mac devices associated with it (Apple Watch, iPad, Mac). I called my iPhone's number from a land line while the iPhone was powered down. I heard the voicemail greeting and hung up while the greeting was playing (leaving no voicemail).
This morning, I powered on my iPhone and found no evidence of any missed call.
So I'm 100% convinced Meg and Tim gave you the correct response. My memory about receiving information while the iPhone was powered off must have been confused - I must have received voicemails and no evidence of missed calls.
Sorry about any confusion I caused.