I never cease to be amazed by people who are "annoyed" by a tiny blinking light. Yes, the phones have to be individually forwarded to the voicemail extension. The voicemail system probably has a supervised transfer in place, so it recognizes where the recalled call comes from and routes it to the mailbox. But a manually transferred call will always recall to the tranferring station if there is no forwarding set to tell the call where else to go.