True, but since you want to be able to use the program for its intended purpose -- to let people connect to the web server and have the program send out E?SMTP mail -- then your transport level or even application-level firewall would have to be configured very specifically. It would also have to be changed every time the program was to send to a new recipient with a different MX host. The extra load on both the machine and the admin would be a nightmare if you had a number of valid recipients in a number of different domains.

So as you said, in practical terms, there's not much you can do. It's less work and cost to fix the problem in the program than to work around it with tools insufficient to properly address the problem.