Oh my god, YES.
She should be worried about that because it is a breach of confidentiality. No should be able to access a ts voicemail and listen to their messages, its absurd and for her to not even care. She should absolutely be reported- its unacceptable.
I can understand if she didn't know the situation and you were informing her for the first time but for her to just shrug it off and be so blaise about it sneds up the red flags to me.