You dont have voicemail ticked for that group, otherwise queuing would not work. You could do tons of things to accomplish this though.

You could make a dummy group, set that dummy group as the oout of service fallback group. Instead of logging off, they can put it out of service (hung group out of service). Make sure voicemail is ticked on.

Then in voicemail pro, go to groups, and the start point for that dummy group, make a leave mail action to go to the mailbox of your original group.

Call comes in, hunt group is out of service, so it goes to the fallback group. There are no members of the fallback group, so it will go to voicemail, following your leave mail action to the original group.

One way to do it.