I was always taught that, when leaving a message (in the days of digital answering machines), I should leave my name and number FIRST, and then my message. The reason? If somebody needs to hear your number again, or has to fetch a pen/paper to write down your number after deciding your message warranted a callback, they would not have to listen to the entire message to get to the phone number at the end.
This could very well be a holdover from that -- the system wants you to be able to hear the number (both for callback and ID purposes) before the message, so that you don't have to wait for that information to come up within the message.
With visual voicemail and missed call logs, this seems unnecessary and perhaps obtrusive, but for people without those things this still provides information in a helpful way. They could move away from it for some customers, but a consistent experience is important as well.
Edit to add: You also make the assumption that the number is logged on your phone already. This may be the case for most people these days, but consider that some people may check their voicemail from a different line -- checking your work voicemail from your personal line, for example. In this case the VM provided number may be the ONLY identification available to you.