Exactly this, a remote error may still be your problem. If your SMTP mailer is failing to send out messages on behalf of your customer because their partners' email servers cannot be reached, your customer is still going to ask you why the documents never arrived.
Plus, a remote server not being reachable doesn't say anything about where the problem lies. Did you mess up a routing table? Did your internet connection get severed? Did you firewall off an important external server? Did you end up on a blacklist of some kind?
These types of messages are important error messages for plenty of people. Just because your particular use case doesn't care about the potential causes behind the error doesn't mean nobody does.