Is this AA on Unity? If so, is it integrated via SCCP?
SCCP, H323, and MGCP send DTMF out of band, while SIP devices typically use RFC2833 to send DTMF in the RTP stream. Connecting between SIP devices and non-sip result in a DTMF mismatch. CM will attempt to dynamically allocate a MTP to perform DTMF interworking. However, if for some reason the MTP allocation fails, the default behavior of CM is to connect the call w/o the MTP. The result is no DTMF.
I would look at your MRGL for the SIP device and make sure it contains a MTP with appropriate codecs to connect to both the SIP phone and the AA port.
Hope this helps!
-jt