I discovered recently that the Lync 2013 Mobile client needs voicemails to be stored in the MP3 format in order to play them back directly within the application. One of my customers had set the default codec on the Exchange Unified Messaging dial plan to be GSM to provide greater compatibility with mobile devices a few years back, and never updated the setting.
When users attempted to play back their voicemails in the Lync 2013 Mobile client they would see this error:
We can't play this message. Tap Play to receive a call to hear it.
You can work around this issue by modifying the audio codec used by the UM dial plan, which affects all users assigned that particular dial plan:
Set-UmDialPlan -Identity MyDialPlan -AudioCodec MP3
Or, you can set the audio codec on a per user-basis with the Set-UmMailbox cmdlet, which will override the dial plan default:
Set-UmMailbox -Identity tom -CallAnsweringAudioCodec MP3
In either case, you should be find that any voicemails received after the change can now be played directly within the Lync 2013 Mobile client.