Why in RRC-connected mode, UE still receive paging messages?

I see only UE reading paging message only not sending any reply back to network.

Without RRC connection, there is no data on VoLTE.

UE is downloading, means alreay has RRC connection.

Also check out the Paging with IMSI, and its handling.
This may be the case when UE is in connected state.
Paging Cycle.