I finally understand which element is setting up the notification and the default action. After a bit of investigation, it seems that the voicemail number is not always available at the moment the notification is created because the underlying ofono waiting object is not fully initialised. Adding a listener on the voicemail number allow to update the notification with the right number.
Here is the PR : https://github.com/sailfishos/commhistory-daemon/pull/4
I’m going to test it for some days and see if it works in the long term.