That is intentional...if I'm not available and the call forwards to my assistant who doesn't answer, normally MY voicemail would be the desired destination, not his.
That said, easy solution: create a new CALL ROUTING APPLICATION (in voice processor/devices/applications). Set the TIME OUT destination to be the desired mailbox. Build a new SYSTEM FORWARDING PATH (Phone-related information/system forwarding) using my backup person as FORWARDING POINT 1, new CRA as FORWARDING POINT 2. Choose this new path as the SYS FWD path within my extension (replacing old path) and set all the flags appropriately, based on your wishes.
Two more tips: Use a CRA ANY time you need to break the logical connection between what happened before and what happens next. And if you ever need a longer NO ANSWER time for forwarding on a single station (timer is global) just build a new SYS FWD path where my station or my assistant appears in the path (call rings me, then enters fwd path where it rings me again and again before VM, for instance).