Aye. The difference between taking a laptop left on a train and breaking into a house to take one. No less theft in either case, but one takes (a little at least) more effort than the other and is less dependent on carelessness on the part of the victim.
Take a laptop left on the train isn't a very good analogy. The train is essentially a public space (for anyone holding a ticket, at least) and people have a right to be there.
Getting in to PIN-less voicemail boxes is like walking down a street and checking which doors are unlocked, and then assuming a lack of security means the owner is permitting you to take whatever you can find inside.