In many hosts in Brazil are disabled by default PHP mail function, or are forcing you to use authenticated SMTP to send emails, or requiring that you use the return-path and replay-to headers. It also requires that the field FROM use an email from your own domain. So, for example, if your domain is xyz.com you necessarily have to use an email like email@example.com or firstname.lastname@example.org.
The email address used in the FROM field should be the same used in the header return-path.
So, I think that we need to creat a solution to solve this. maybe, we should implement SMTP by default on WordPress, ou use a 'virtual' email account on headers FROM and return-path, like email@example.com or firstname.lastname@example.org.
Tks and sorry for my bad english ;)