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Basically what you have happening is the number is being blocked from reaching your phone but not your account. you will get a voicemail notification because voicemail is actually left even if it is nothing but dead air. The scammer has stayed on the line long enough and some sort of noise has been produced that leaves some sort of a voicemail.
If you want to block calls and tirely then you can do like most everybody else and look into third-party apps that will pick up and hang up or will block it entirely and not send it to voicemail.