I would delete the mailboxes in question and rebuild them, making sure to populate the "Extension" field correctly... also make sure that these sets don't have some kind of COS option to block their internal Caller ID information (I don't remember the exact options in the 200), that is essentially how COV Voicemail works, when a call comes into the VM the system looks at the out-of-band information that would be sent to COV set's display and uses that to associate it with a mailbox's extension. If the system can't get the Caller ID information for that extension (ie. it's Private or hidden some way), or doesn't have a mailbox with that extension associated with it, it usually just drops it into the "Message Center" (or whatever that system's default application is).
There is actually a way to modify certain revisions of Superset 4 to be able to bridge onto a COV VM port so you can see what the Mitel is sending the VM system... it involves opening the set and cutting a pin on a chip if I remember correctly... brings back memories, good times, good times!