E-Mail notifications

Hello,
i configure the E-Mail notification like in this article:
https://docs.sophos.com/esg/enterprise-console/5-5/help/de-de/esg/Enterprise-Console/tasks/alerts_02_email.html

If i create a test alert (with eicar) no email is generated.
If i put the client IP on my Exchange to the Relay Connector then it works.
But i don't wont to put all IP's in it because of security aspect.

Is it possible to configure the Clients without relaying?

Regards
Dennis