This is incorrect. Much like HTTP it uses a request/response transaction model. It will send a request and respect a certain type of response for that request. In this case of a "Keep-Alive" OPTIONs request, Asterisk is sending the OPTION and it expects a "200 OK" reply from destination in 2 second or under. If it doesn't get a reply in that time for whatever reason it will re-transmit the request. Asterisk does not ACK 200 OKs for OPTIONS (nor is it required).
So if someone knows SIP they know that there is no ACK involved in a Keep-Alive OPTIONS transaction. They would also know that it is a request/response transaction model and not a "handsake and ACK" model. Your are leading him down the wrong path based on incorrect knowledge of how SIP works.
If the phone keeps going UNREACHABLE then this is a NAT issue. It could be related to the PBX's NAT and local_net settings, it could be related to the NAT settings for the remote locations network. Just because one phone doesn't have an issue doesn't mean it is not NAT in this scenario. Sub-par routers have been know to lose their mind when keep NAT-holes open when there are 1) a high amount of devices NATing out or 2) In the case of SIP phones, they are all listening on their own IP but they may all be listening on the same port (5060) which a lot of phones do by default. The router could be having issues keeping multiple IPs listening on the same port straight.
So first thing is to make sure that the PBX and the extension peer settings are correctly setup for the fact both the PBX and the endpoint are being NAT. The next thing is to look at the local network where the phones are at.
@Aquila, follow @cullenl's advice and join us on IRC. We can probably resolve this pretty quickly with you.