cAPTAIN_k:sbiddle: It isn't a bug, it's the way things should work.
If you use a Nokia you'll get a similar message. "Active Diverts" will come up on the screen when you make a call. This occurs if you have VM enabled on your line because there is a divert on no answer active on your line.
The difference being this dialogue we're getting on the iPhone forces you to dismiss it every time before you can use any of the screen and I'm fairly certain people don't have that with other carriers in NZ when using an iPhone :(
Oh, I jumped to the right conclusion.
Do you still have any support contract left with Apple? This sounds like a question for them.