Is the user's phone extension the same as their mailbox extension assigned within Unity?
WIthin Unity, go into the subscribers mailbox, click the messages link and scroll to the bottom. Verify the indicator lamp status for extension 'X' says on. Right above that, verify Use MWI for notification is checked. If status says off, click the 'Refresh status' button, wait about 30 seconds, click the messages link again and check the status again.