If I remember my proxy server (or email server) stuff, there is a setting (in ONE of them at least) to do just that. I'd check all setting & see if they are like you want them.
Boy, do I need a refresher in this stuff. The old adage, use it or lose it...
Well it's been a while since I had to mess with such, so please forgive me if I'm not quite right about this. But checking the setting won't hurt.
Also, check your event logs...