First, confirm that "Display Lead Phone Number in Caller ID" is enabled in the Voice and Text settings for the whole CRM.
Once you can confirm that this is on, also confirm that the client has this enabled, go ahead and confirm that the client also has an iPhone.
If you are two for two here then go ahead and ask the client to check their Settings > Phone > Silence Unknown Callers. Turn this off or turn off the settings that display the lead phone number when calling.
Example of what can be said.
I have run into something similar like this before and it may be a combination of two things. I'm assuming you have an iPhone, if you do, please head to your Settings > Phone and then look for a setting called "Silence Unknown Callers" with this on your phone will see a number that is not in your phone as a recognized number and then send them straight to voicemail, I noticed that in the voice and text settings for your CRM it has been selected that Leads calling in will have their number is shown and not the dialer hence your phone possibly seeing this unknown number or a number that is not yet saved in your phone and sending it to VM.
