FYI- you can have the same effect as Device & User Mode when using Extension Mode:
Create two extensions that you want to be the same. Each should have a private extension number that you will not give out. In my example, I'll use 290 and 291. Set-up Voicemail on 290, but NOT on 291.
Create a Ring Group with the extension number you want to use, have it ring 290 and 291 for however many rings you want, and then go to x. 290 VM.
In the CID Num Alias field for both extensions, put the Ring Group Number.
For x. 291, change the Mailbox field in the Extensions Module to 290@device.