The short answer is "no". For a "Release to Switch" transfer (which is the default), once UConn has played that message it has sent the call back to CUCM for handling and it is out of the picture. There would have to be some way for CUCM to play that message, which there is not. (I can think of a weird config involving a hunt with Native Call Queuing and a custom message, but it is not extensible.)
You could set up "Supervised Transfer" in UConn that would allow it to maintain control of a call until it is answered. The big downside of that is that UConn uses two ports (one for the inbound call and the other for the outbound supervised transfer) until the call is answered or rolled to the greeting for a no answer. This makes it also not extensible.
If you want to do one of these for one or for just a very few DNs, it could be done.
Maren