They're getting ring/no answer,
I suspect that this is only happening to one phone and when they press the button the display says it's ringing something other than VM.
Have them tell you what is actually ringing from what it says on the display.
Next, I think you can do this:
1) with the handset down, do not press the line button 1st, press the envelope key.
2) you should now be in the message menu. It should say some "Call me back?" - press "read message"
3) It will now tell you what lit the light. Press "erase msg".
4) The light should now be out.
You may have more than one message queued up so if it says something like "call voice mail", then press the call button and listen to the message.
Ralph