Any voicemail redirection is done by the dialplan you provide (it might also be supplied by a GUI, but you didn’t mention a GUI, and you should ask Asterisk GUI questions on an appropriate forum).
A CLI trace would help to show where the dialplan is going wrong.
The dialplan would have to go outj of its way to behave differently for a blind transfer. The only relevant state would be a channel variable and possibly the use of a different context.
The details of transfer handling differ between real SIP transfers and Asterisk features transfers. Some SIP phones implement blind transfers as attended transfers, under the hood.