Visual Studio can't use output from ArcWeb Services SOAP services.
The ArcWeb Services product line has been retired. ESRI recommends that customers who wish to create Web applications or use services similar to those that were available in ArcWeb Services transition to the capabilities of ArcGIS Server and ArcGIS Online.
This occurs when using Visual Studio .NET 2002. That version of Visual Studio has a bug that prevents it from supporting the doc-literal WSDLs in ArcWeb Services v2006.