System is working as designed per development
http://downloads.avaya.com/Libraries/Msg/63/user/en-US/index.html?Attendant.html&1
Using Avaya Aura Messaging:
Attendant
Attendant settings define where calls are forwarded when a caller presses 0 while listening to your voice message greeting.
The options available for Attendant are:
Default attendant (operator) : Calls are routed to the system attendant (operator).
Personal attendant/assistant : Calls are routed to another phone number. You must enter the phone number, which can be internal (typically a phone extension) or external (any phone number formatting is acceptable). If you do not see this field, your system administrator has disabled this feature.
Test as needed using - Application Server - Administration - Server Settings (Application) - Dial Rules - Test
Verify user COS has Dial-out privilege to allow - local or long distance