For me, I turn Wireless Data off most times as I like to save my data (not unlimited).  I've noticed the same error when this condition is true.  (I also had Wi-Fi calling disabled, FYI.) 

Once I turn mobile data on, it works fine. 

In experimenting, I turned Wi-Fi calling on and kept mobile data off.  Rebooted my Pixel 2 XL and tried to listen to a voicemail, it sits at "Loading Voicemail" for a while and then says "Couldn't Load voicemail."  As far as I can tell, it need mobile data turned on to use the "Visual Voicemail" features.  If you have Data turned off, then you have to use the traditional phone method (non-visual).