This is normal, if you are using most voicemail systems including Unity or Avaya voicemail this is working as expected. The problem lies in the fact that Unity sees the First Redirecting or Originally Dialed number (User A's CLID rather than the Last Redirecting Number (User B's).
There is a fix in recently released Unity 5.0 though :)
Have a look at Michael's great posts, there is a fix on the horizon for this exact problem in (Unity 5.0) **now released,(ECSBU Test Engineer, CISCO SYSTEMS )
"The situation you describe here (getting Unity to recognize the last forwarding station rather than the first forwarding station), will be a system-wide option added to Unity 5.0. There is not a way to do this with a configuration setting on earlier versions of Unity. I'm not aware of any CallManager settings that will address this issue either."
"We use the OriginalCalledParty and OriginalCdpnRedirectReason fields in SCCP StationCallInfo message from CallManager. The feature in Unity 5.0 will allow admin to configure Unity to look at LastRedirectingParty and LastRedirectingReason fields instead, on a system-wide basis."
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