Or you could install an imap or pop server on the machine and point your mail client at it, can be especially useful if the machine breaks for some reason and can't send mail as you notice that you either can't connect to it any more or that you at least get the messages (or notice a lack of them).
That sounds like a challenge. If it worked, I could put Exchange on their win servers out of business :-)
It does work.
Of course it works.
It's been working on my servers for over a decade now, with sendmail and postfix and pop and imap, humming away with 100% reliability and no problems (apart from some caused by clients running a system I believe is called "Windows").
It's been working reliably since long before this thing you call "Exchange" was thought of.
Yet, for inexplicable reasons, some places use this thing you call "Exchange", and despite problems with things I believe are called "viruses" (my experience is limited: these have never troubled the machines I use) they have continued to use this thing you call "Exchange".
The whole business is quite incredible to a rational being, but it happens. Basically, there's no point in an alternative that is undoubtedly both more reliable and more economical. They'll stick to this thing you call "Exchange".
I suppose we are lucky that it remains technically and legally possible for us to choose the better alternatives. There are already many ways in which we become digitally deprived if we do not conform to the herd mentality (flock? sheep? what is the collective noun for lemmings?). Our freedoms hang on a very narrow thread.