This is a problem for me too.
I have a office and a personal phone number.
As I am not often in my office, I forwards calls from work to my personal phone.
Few weeks ago I was on a HTC Hero (old android phone) with a cyanogenrom (not related to the carrier) and when the call was from work, it was written "appel transféré" (forwarded call in french) under the number or the name of the caller.
This information was also provided on my other phones (classic samsung F300 and windows mobile 6.5 phone HTC Trinity)
This is very convenient as it allows me to not answer professional calls when I don't want.
On a other side, it allows me to filter unknown callers when it is directly on my personal number.
I switch to an iPhone 5S few weeks ago with the same carrier and the same number.
And now, I don't have this information anymore.
For the record : I'm in France, my carrier is Free and this don't work on iPhone but with all the other phones.
Please Apple, bring this information to iOS else I will have to bring an other phone with me...