Yes, you will need to * to the AA from a ccr tree, or path in that tree. Make sure return to AA is enabled, or include the path 0 recording in your AA greeting.
I always figured that was because the system is waiting for a dtmf selection in the ccr, and that prohibits dialing an extension from there. Other systems have a half second or so dtmf delay before it accepts an entry, and you won't have this issue.