That is expected behavior. CUCM anchors the active call on the internal phone, even when it is the Remote Destination is the device that actively answers. The phone will show the line active, although you would not be able to pick up the line until the Remote Destination disconnects. (Then you have something like 10 seconds to retrieve the call on the internal phone.)
Here is a link to the SRND for CUCM 12.5 (if you have 14.x it's the same) that describes the process with diagrams:
Cisco Collaboration System 12.x Solution Reference Network Designs (SRND) - Cisco Unified Mobility
Maren