Voicemail new message notification

We have OXE (21.1 patch 21.a) and I have tested assigning 4645 Vmail to my REX user. When i receive a new message, I can see notification in the app when I look at "Recent Events", but I do not see any badge on the iPhone app. I only realize that I have Vmail when I enter the app. Is this normal? If so, this needs to be changed so that I can see something without opening the app.