Just so I understand it,
You originate the call on the pc and use the phone to talk?
That is some sort of routing really, what happens the call is handed to the phone and this divertion takes time, during which the message is played.
You get the same message if you forward a call from phone to phone, not sure if you can turn the functionality off. But my guess is that instead of having a silence you better hearing a message.
H.