Sounds like the iPhone setting page where it remains greyed out whether ticked or not.
However it should be ticked.
Remove the Apple ID.
Place the iPhone in Airplane Mode or turn Off the Messages app
After a few minutes wait open the Messages settings again.
Is the iPhone Number now ticked ?
If it is re-add the Apple ID.
iMac 2.5Ghz 5i 2011 (Mountain Lion 10.8.4)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
Couple of iPhones and an iPad
"Limit the Logs to the Bits above Binary Images." No, Seriously