Yep, same problem, same phone. This has been a problem from day one. Sometimes it works, sometimes it doesn't. I believe VOIPo was working on a solution a while back, but I think this effort got backburnered due to more pressing issues at the time.

As a workaround, the manual for this phone says the following:

Resetting the New Message LED and Envelope icon
If the LED remains on or the envelope icon still appears after you’ve retrieved your messages, you may need to reset the indicators. With the phone is in standby mode, press and hold flash/find handset on the base until the paging sound stops (about 5 seconds).

It does work, but it would be nice if the MWI would go off by itself when all messages have been deleted.