That's on your notification settings though. You can make Voicemails have a higher notification priority if you want. If you just turn on reject unknown calls and keep up everything else normally, you may have issues, but if you adjust some and do things like making voicemails more obvious and add more contacts to your phone, it works ok.

For sensitive times where I know I'm expecting a doctor/contractor to call, I'll just turn it off and set a reminder for later on to enable it again.