I assume you're talking about an SV model? It helps to be specific when asking questions so we know what we're dealing with.
In any case, the open squelch after alerting is by design, otherwise the pager would stop recording the message after the carrier drops. In some systems, this isn't an issue because the carrier doesn't drop between the tones and the voice message. However, that's not the case with many systems, where there is a drop in carrier after the tones. If the pager is not programmed correctly, the voice message won't be recorded.
I once again have to assume since you weren't specific, that when you say you had it programmed to "stay open for 30 seconds", that the pager is programmed for Timeout 30 seconds? If that's the case, then the pager will only record 30 seconds of the message before resetting when in selective call mode, or reverting to carrier squelch when in monitor mode.
A better way to go would be Revert N set for 10 seconds. That way the entire voice message gets recorded, even if it goes beyond 30 seconds, and the pager will not reset if there's a drop in carrier between the tones and voice message. The pager will remain in carrier squelch (monitor) mode after the alert until you reset it. You could also go with Delayed N set for 10 seconds if you want the pager to reset to selective call (quiet) mode after it finishes recording (auto-reset).
