what Anonymity87 was suggesting is download another VoiceMail app and use that to listen to your voice mails for the comparison of volume. If the Volume is good in the other app, then it's the Carrier's Voice Mail app that is the issue.
If it's low in the newly downloaded VoiceMail app, then it's possible that phone is the issue.
Either way, you should contact your carrier first. Then if they can't help, submit an error report to Samsung Members app after reproducing the issue.
Please share what your phone's model is, what software version it's on, and what carrier you are using.