Even if a voicemail box is set to 'Belong To' a user, calls will not divert to a voicemail box unless set to do so in a call flow.

Setting 'Belong To' for a voicemail box 'points' a voicemail box to a user account so that the email address assigned to a user can be used for voicemail notifications.

Please do ensure that, where required, you drap and drop 'Voicemail' to your call flows in order for voicemail box greetings to be played and for voicemail to functional correctly.