If they are calling without an expectation that you always pick up (such as if you are a business coach or a one-man shop) then thanking them for calling might make the most sense.
The professional voicemail greetings is the cornerstone of any good business. Not every voicemail recording is relevant to every situation. This guide is going to demonstrate some of the specific custom voicemail greeting examples for doctors, dentist, real estate agent, lawyers and other professionals. A doctor’s practice typically either has a secretary or the doctor themselves to take calls. It’s vital that you have a different voicemail based on the area of the practice the patient is calling. The information differs, but the tone of voice remains the same. It should be warm yet professional because many patients will be distressed or worried about potential symptoms and conditions.

You can record a new greeting in the Greetings & Pin area by tapping the default greeting and then recording a new one.
Most phones don’t make that as easy as it ought to be. Apple’s iPhone will back up voicemails to your computer along with everything else, but they’re stored in a funky file format that’s not easily played by most software. Most Android phones, meanwhile, store your voicemails on off-site servers.