I upgraded to 5.1.27 and tried the feature.
It seems that the Auto Attendant 00 extension is the one attempting to dial out through my SIP trunk, yet the call does not go through.
When I check the status under unsuccessful outgoing call I see that it was "Request Rejected". I tried with another SIP provider and still the same problem.
When I call from any other extension, it works fine.
Any ideas?