Chatting with the media guys about this today - this has come up before.
The deal is, the TSP reports only the first redirecting number and reason - so the last redirecting number/reason is not in there for the conversations to use even if they were setup to do so.
Apparently with later versions of CM it is possible to get such information out, earlier CM versions and PBX integrations don't provide this. So short story is the TSP and conversations in Unity _could_ be updated to handle this for recent CM versions. Not sure how much total work this is but the best thing to do then would be to contact your account team and get a PERs in for it so the product folks know this is something worth spending engineering time on.