A transfer is typically performed by first placing the caller on hold and getting dialtone for a new call (transfer softkey will do this in one step). From there, when you dial the Unity Voice Pilot number you are creating a new call from your phone to the Unity system. This call will be offered to Unity as a Direct call with your extension as the calling number. You can use the Call Viewer utility on Unity to verify this.
Once you release the transfer, CCM should send a call info update message to Unity. This won't impact any call routing rules since the call has already been answered but it may help get the original caller's number associated with any message that is being left.
-Eric
