While listening to the message, press 1 to Reply/Forward. Next, press 0 to Call Sender.

Now, this is designed to be able to call an internal extension. You might be able to get this to work, if:
- No extension numbers start with the digit 1
- Add a System Short Code 1N / Dial / 1N / 50:Main (or whatever ARS table you are using)
- Add the digit 1 to the prefix field of your incoming lines
The incoming caller ID will be 1-XXX-XXX-XXXX and possibly you will be able to return the call.

https://documentation.avaya.com/bundle/IPOfficeIntuityMailbox/page/Calling_the_Message_Sender.html
https://documentation.avaya.com/bundle/IPOfficeVMProAdmin/page/Intuity_mode.html