Yes we should do that.
In The Netherlands a lot of people can only send e-mail using the SMTP-server of their Internet Service Provider.
Otherwise they will have always a Relay error.
Reason for this is an ANTI-SPAM policy.
My instruction to my clients:
Use the POP3-server at my server and use your own SMTP-server.
Maybe this is NOT a sulution for the problem, but it is a practical one.