I just assumed this was an egregious bug. I have had this phone for over a year, and never noticed these settings. I'm also surprised that they defaulted to not synchronize. Not sure if this is still the case for the defaults.
If you are not receiving your Google Voice voicemails on your Android phone immediately, check to see that the settings are correct.
Go to Google Voice->Settings->Synchronize Inbox and check the box. Also make sure that Background Data is set to Enabled, and Inbox Notifications are checked.