Yes, but MBG and SIP trunk has nothing to do with this issue.
Mitel support pointed me to the source of the problem. Let me explain:
The customer did not want to use dialing prefix. So to dial Prague number they just want to dial e.g. 2xxxxxxxx, not 02xxxxxxxx. But they also have extensions 201 and 202, so to allow dialing these extensions I had to add 2 new rules in Digits Dialed 201xxxxxx and 202xxxxxxx in addition to existing 2+8 digits (I hate this setup but that's the way it is configured now). Calling to 201 and 202 works fine, except unsupervised transfers to 201 or 202. A solution could be either to change the extensions to avoid the dialing conflict or use # (end of dial) during the transfers (201# and 202#). Learning new things every day :-).