If it would be possible, DM voice calls would be great, wouldn't need to use Discord at all then!

You can find the Voice Call button on the context menu for user profiles within your Direct Message list.
As far as I am aware, this is the only location this button is located

This is already implemented, and has been for years. But you have to right-click on the DM in the sidebar. I realize this is really terrible discoverability, so I'm probably going to put a phone toolbar icon in the toolbar in DM channels or something.