IIRC, Regular Voice Mail, is configured to call a VM number for the service area. This takes you directly to the login process, that will do the auto login using Caller-ID. When someone calls your number and you don't answer, your line is setup to "auto forward" to the voice mail center, and they get connected to your mailbox again, but since their caller-ID doesn't auto-login, they can leave you a message. When you call your own number, once again, it is auto-forwarded to the voicemail center, but this time the auto-login useing caller-ID does work.
Now, if you call me, and I have my phone set to auto-forward calls to another number, your bill shows you calling me, even though it is auto-forwarded to another number. I suspect that this is why you may see normal calls to yourself if you use that method to check your voice mail. I can't swear that this is exactly what you are seeing, but it all seems to make sense to me. :-)