why do I have to turn on my cell data to retrieve voice messages and text messages
Mobile data is required to receive Visual Voicemail, MMS (pictures or videos) and Group Messages even if they do not contain pictures or videos. Any text messages that contain emojis are also MMS and need data.
Data is the wave of the future. Also, most phones that are HD Voice capable are receiving that feature so you VZW to VZW calls will sound better.
Having data off makes no sense if you are using a smartphone. If you don't want to enable mobile data you may as well get a basic phone.
Think about it. You need carrier data to access thise features just turn it on.
You won't be charged data for text messages, but it needs data(not charged) to retrieve. Not sure about video messages.