i have seen this happen as well, and in auto attendants as well. the way to test this in an aa is to turn off the ability to interupt prompts with digits. it makes you wait until the prompt is done to enter dtmf, so the recorded prompt can not simulate a dtmf tone.
muting the mic would do this in a vm box to stop the mic from picking up simulated dtmf in the message that was recorded by the caller.