This is true for any type of call that ends up in VM. If there is no mailbox that matches the DN, then the main system greeting will be presented to the call. Usually, the original DN will be used when a call goes to VM, regardless of the amount of call forwards/reroutes that take place. The exceptions are Name tag and ACD paths. These will strip the original DN and present it's own DN on the call to VM. Actually, this comes in handy when you want calls to be answered by the main system greeting.
As Mitelmatt said, you will need to create specific mailboxes that match the DN of your ACD paths or Name tag HGs. Then you can record specific greetings for those mailboxes.