Couple of things:
1) Please ensure that you are selecting the Initial Announcement on that MOH file which you have selected at the Hunt Pilot under Queuing section
2) Initial Announcement for queuing-enabled Hunt Pilot calls is set to Always (that is the option I think is in version 9 CM). 10.x onwards there are below two options:
a) Play Announcement before Routing to Hunt Member equivalent to Always option in CM 9
b) Play announcement if call is queued
Regards
Deepak