Message from voicemail yet no missed call on iPhone 11?
Maybe the signal where you're located was low or inexistant, and the person just left a message.

Some companies from the US permit users to send voicemail to other users, without calling them. Also, some apps/services exist for that end.

https://www.techjunkie.com/call-directly-voicemail/

The same thing is possible in Canada, at least for Bell customers:
(look at page 7)
https://service.aliant.bell.ca/PS/pdf-download/3470874/default.pdf