Since Unity uses Notes or Exchange to store the messages, you have to go there to set the retention. You can only really limit the message length in Unity as it can control the recording before it's placed into the message store. Once stored, it's up to Notes or Exchange to handle how long it stays.
However, Cisco does provide a separate utility that can move messages around after they've been stored. Under the Unity Tools Depot, run the Message Store Manager. It's a scripted service that you can schedule to run regularly that will scan all voice mailboxes and perform changes per the settings. You can even have it update mailboxes based on their COS, so for some you can have it purge out newer messages while another COS will have older messages purged.