That will work for calls that hit the mailbox directly. It's also possible that there is a call handler with the Operator mailbox set as the message recipient. Check under the call handlers Edit > Message Settings menu.
Also, if memory serves, the operator mailbox is a member of the Undeliverable Messages distribution list. This DL should only receive messages if you have something misconfigured within the system (e.g. you didn't adjust the Opening Greeting after greeting action). It should always have at least one member so the messages can be recognized and routed to their appropriate destination until you fix it.
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