I have just tested an Auto Receptionist transfer to an external number and I wasn't able to reproduce this behaviour so would you mind telling us a little more about your setup please?
Do you have an option in the IVR that directs the caller to an external number or does the Auto Receptionist simply forward the call? Are you forwarding the call to an 'external contact' or have you specified a 'phone number'? Is the number domestic or international? Do you eventually hear ringtone or are you hearing silence until the call is answered by the remote party?