ESA contains an add-in for OWA that you can install, that that is what changes the message icon for archived messages. Internally, what happens is that the message class gets changed when the message has been archived. The new message class tells OWA to load up a custom form for viewing the message.
The most likely thing I can think of is that the OWA 2003 add-in isn't installed correctly. Can you uninstall/reinstall it?
If that doesn't work, we'll have to write some utility to check the custom form registration. (for instance, something like http://support.microsoft.com/kb/306989