Until now, Echo devices (including the Echo, Echo Dot and 2nd-gen Echo Dot) would flash the green ring light until you checked your messages. They may have decided to change it as that indication is fairly similar to the rotating green light for calls, however.
Amazon got some grief when it first launched calling, because it allowed anyone who had your contact info to reach you, while making it very difficult to block them. It has since remedied that by finally adding contact-by-contact call-blocking a month later, but US users (calling isn't available anywhere else yet) must call customer service if they want to stop the feature altogether.
Given what appears to be a rapid consumer adoption -- it is pretty convenient to just yell at Alexa when you want to place a call -- expect Amazon to roll out more features that make it handier and, hopefully, safer.