I checked the 'External Voicemail System' and there is nothing in there. The mailbox is not registered to a phone, it is just in the system and it uses software on the PC called Eyebeam. On the Email settings page I have :
Email Address : user@userdomain.com
Send a mailbox message by email : Send message as attachment to email
After sending a message : Keep message as new message
Send email on missed calls : Yes
Send email record for all calls : No
Send email on status changes : Yes
I have also just tried on another mailbox and same thing happens.