The issue is likely that when you are setting call forward using the phone's feature set, the PBX is not aware that the condition is set as this is local feature of the phone. As a result, the system not knowing of the phone's setting, will continue to send calls to the phone whereupon the phone will cause the forwarding, This is likely an unconditional forward meaning that and and all calls directed to the phone will be forwarded.
The status settings using a dial code (settings, advanced, dial codes) or the 3CX soft phone as the mechanisms to tell the PBX how to deliver a call. Now then, what will happen is that once set and depending upon how you have the call handling set for a given condition, calls sent to the phone as a function of the ring group will continue to ring at the extension. Calls sent directly to the extension (not from a ring group or queue) will be handled according to the rules you set for the condition.
