Deleting Voicemails

Has anyone else noticed that you can only delete a voicemail once the entire voicemail message has been played? This is rather annoying and unlike any functionality that I've ever seen before.

I am able to save the voicemail midway through the message, but no number or frequency of times pressing 7 during a voicemail will allow me to delete the message before it plays in its entirety.

Please, pretty please fix this or tell me what I'm doing wrong.

Equipment: iPhone 7