It's possible that Exchange is changing the Message Class of the message with some sort of disclaimer or potential virus scanner, thus not allowing Unity to see it. Unity is looking for IPM.Note.Voice.Unity. If something is touching these messages and modifying the class to anything other than that, Unity will not see the messages. Also, Unity requires all messages to be sitting in your Inbox view. Keep in mind if you move messages out of the Inbox with any type of rules, Unity will not see the messages.