Unity doesn't have a stand alone message store - Unity Connection does (it uses SQL as the mailstore) but Unity is wired to use either Exchange or Domino as it's mailstore so there's no way to have users with mailboxes that aren't homed on one or the other. Unity has a _temporary_ storage for inbound voicemail when access to the real mailstores is not available (network problem, servers down etc...) but this is only a temporary spot to house messages until their real mailstore is up.
Users that are not using UM need hidden mailboxes for that purpose. This is a pretty common scenario for Exchange for sites that don't want all users getting their voice mails at their desktops.
