Because most ISPs mail server have requirements for outgoing or return REPLY TO email addresses as well as performing a reverse nslookup--to prevent and disallow you to send email to another ISPs SMTP mail server, when the sender or recipient is a non-local user.

This feature was implemented to protect the mail server from being used by spammers to relay their messages by using another company’s network and computer resources. See: Blacklist

nslookup a DNS whois tool that perform forward and reverse DNS queries for the current domain address (to get an IP address of a hostname and hostname of the IP address).

Non-local user ISPs mail server, to prevent relaying of emails or SPAM will not allow you to send emails that is outside your domain--meaning that; the FROM or (REPLY TO) using an email address domain that is different from the log-in domain address.

Many ISP filters incoming emails and automatically delete mails where the TO address is different from the actual recipient address-delete not bounced-hence you won't know if the message actually got to the intended recipient. See: Email Filtering

Notes: If you are using your own mail server program.
See: Mail Server FAQs