Transferring calls to person when they are on another teams call fails and will not go to voicemail

When either transferring from a queue or when I call my teams number hit the transfer tab to transfer the call. If the individual is on another call the call fails to transfer. Shouldn't it go to voicemail? If the user puts their presence to do not disturb then it goes to voicemail. Is this a MS bug or do I have something setup incorrectly. I have a case opened with MS and have receive any explanation why it's not going to voicemail.