This is a bizarre feature on the Panasonic Systems.
Say you work in a large office and can't see the door when people come to work. You need Bill to call you as soon as he gets into the office. So you call Bill's extension and while it's ringing because he's not in you press YOUR Message button on your phone and it will light Bill's MW light. When Bill arrives at the office he picks up his phone and presses the MW button and it calls whoever lit the light on his phone. Only bad thing is that the light will NOT go out unless the called party answers the phone. So if you leave the office before Bill comes in his light will remain lit until he calls using the MW light and you answer.
Also if this is a display phone after he pushes the MW button the display should say which EXTN it is trying to call.

*700+Extn # of the phone with the light lit will cancel any MW light on that phone.

Also the things you did were all to the TVA system which just dials DTMF codes to light the light on the TDE. When you listen to messages the TVA sends more DTMF codes to turn the light off. Deleting the mailbox does not send any DTMF codes to the TDE to turn off currently lit lights.