I just registered a third provider to VoXaLot (sip.sipdiscount.com) and that one has exactly the same problem.
I think this is the same reason I do not get voicemail on the VoXCallMe button (posted previously about that:
http://forum.voxalot.com/showthread.php?t=1136). The same thing happens, I get a blank message and the caller from my website just gets the ongoing ringing tone.
This all suggests that it is nothing to do with my hardware at home but something in the settings of my voxalot account, or with the voxalot service.