It's not a bug, so there is no work-around.
To accomplish the same thing, you could create a target line (using whatever digits fit within your numbering plan as received digits) on the BCM with the VM and add it as an express message line within the VM box. You also need to ensure that the requesite changes are made on the BCM which has the extension you are referring to.
You would then transfer the call to the DN of the "phantom" target line rather than the DN of the user and it will land in the VM box directly. Repeat for each extension you wish to do this for.
Complex but achieves the same means.