Hmm, that's interesting. I assume that there's no way to catch it in a session that's why you're asking? The first thing that pops to mind is that you need to have a SIP profile in your incoming gateway and take the SIP URI and update the ANI. That way you actually get the ANI. Another option would be if you see that URI in ICM you can then concatenate that data in the ToExtVXML. Do you see that in ICM?
It's the ;user=phone parameter on the SIP URI that causes the problem when it's sent to CVP VoiceXML as part of the application invoking HTTP request as a query param value. Try removing it with a SIP profile on the ingress gateway and you should get the calling party set correctly.