yes, I do some time it lags, especially, if you are checking a voice mail and a call or message comes in. Don't worry, it goes away. It takes some time. Verizon and rim know of the issue. One of these updates should correct the problem...be patient.
I had this issue as well and just reset my phone to get rid of the LED. I'm going to turn off the LED notification for visual voicemail until this issue is resolved.