Because if you receive a voicemail you won't get a notification. Until AT&T officially provisions VM its a good idea to remove it.
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They have officially provisioned it. You just have to call and ask. Even if you don't have it on your account yet, having it in your OS no longer interferes with voicemail notifications because AT&T has updated their system. So even if you don't ever plan on adding VVM, you don't have to go through the process of tweaking the VVM .alx file so you can deselect it.