Not all the keys that are active on the after message menu can be active during the message - features like slow down/speed up, volume down/volume up etc... are mapped during the message playback and there's only so much you can fit on there.
They can skip to the end of the message quickly using the # key. So they can hit "#5" to forward the message - they don't need to sit helplessly by while the message plays waiting for it to complete...