Can you confirm that the customer saved or erased the message when the lamp did not go out.
Trace with Ophist to verify what the mailbox actions were.
Trace with the Subscriber Activity report to see if there are any more messages in the mailbox.
If no messages, open the MWIView.exe on the MAS where the MWI service is running. What does MM think the MB status is (On/Off)? If on, check the Station on the PBX to see what the status is?
If there are no messages but the MWI is on, you can toggle on the switch to see if it goes out on the phone and then check MWIView to see if the status has changed to off. If it does, then send another message to the mailbox to see if the MWI is on and check MWIView to see if it is On/Off?
MWI is a little tricky on MM but you must compare both the switch and MM tools to validate what is going on.
Reboots mask the problem if done too often. You can do an MWI rebuild on the MAS where that service is running and FEDB resync on all MAS with ports.
Hope this helps