Agree! One of the features I've always wanted is a whitelist - instead of blocking hundreds of numbers I don't want calling me and/or having to turn off all notices (Do Not Disturb Mode) to stop the phone from ringing. I had always wondered why nobody offers this and it turns out its because the phone producers aren't clear if whitelisting calls violates FCC regulations. I believe that the FCC has recently clarified that it does not, however I've not seen anyone adding the feature. I would also like to not have voicemail on my phone - I tried to turn it off ten years ago and found that it was reactivated each month by an automated process. Eventually I gave up and now people just get the "mailbox has not been set up" message which I'm pretty sure still lets them leave a message but I don't get any notice which is what I want.
I recently had a data-only sim card. It was meant to go in a router, but it worked in the phone too, except you couldn't get any calls. For me, this was a huge plus. It's not available in my current country though.
My current phone (cheap Samsung A3 from 2015) has Call Rejection in call settings, and can reject all or use a blacklist. No whitelist though.
I recently tried to disable my voicemail, too. But the only option available is to disable "forward to voicemail" so it just ends up ringing forever, and if my phone's in airplane mode, it just goes directly to voicemail. There is no escape!
