It is actually a dumb story. The handset was mine, and I added the MWI on it because we were replacing a bunch of handsets at our office and I was trying to swap them out without impacting users, so before and after hours. They had a VM that they shared and had 20 or so people responsible for retrieving and clearing VM. There was frequently a VM in there waiting, so I was unable to swap their handsets due to their MWI being in use. So I addedthe MWI on my phone so that I could see when it was unlit and would swap the handsets in the MCD and physically replace them. This project completed, but I was lazy about removing the MWI. After some time, that team started using a cloud solution, so they no longer needed the VM and so it was removed. I didn't get the memo, and for whatever reason my MWI stayed lit even though the attached VM was removed.
Adding my handset to a special COS and then the #33nnnn code did the trick.