Is it normal to keep old voicemails and messages from a now dead relative?

record that before the phone company deletes it

I do that, too,

I still have old photos from my dead neighbor. I distinctively remember taking a photo with her before she moved out it's no different than doing that.

It is totally normal to save messages from long lost good friends and mentors in your life.

In what universe would this be considered not normal?

Normal

If you do it to hold onto fond memories of him it’s normal and kind of cute.

Totally normal. You don’t want to forget his voice, and keeping that recording is no different from keeping photos of family members as a way to remember how they looked.