I think they have no idea they are irritating. I am irritated by people leaving messages that just say call me. I can figure that out from the missed call! I was really glad to drop my home phone for the naked DSL and avoid the duplicate messaging.
I can totally see your point, but this is probably a conversation to have mildly, and in person, so you don't offend.
“One day your life will flash before your eyes. Make sure it's worth watching.”
Gerard Arthur Way