I think you would be wiser to leave it on and simply silence it. You can always create some excuse for not answering the call. I was in a meeting, in the bathroom, left it in the car etc. Maybe you could use "the turned it off while in a meeting" excuse but that could be a tough sell depending on what you do for a living.

Having it go directly to VM means you made an obvious decision to avoid calls and depending on your circumstances that could have serious consequences both personally and professionally.

Personally, I have found to much easier to be sure to call back asap after the session and simply say sorry I missed your call for any of the reasons above.

Muting the phone is important to me even if I know the call is eventually going to VM. I don't want to hear the ringtone which would completely blow the session vibe for me.