Many companies intently filter incoming mail, but forget about the risks of outgoing mail. More and more, infected mail servers or computers within your own network are sending out spam and/or malware without you knowing it and with what consequences?
You could be placed on a blacklist, preventing everybody from sending out emails. The administrators have to track down the infected computers to try to remove the unwanted software. You could be spending days trying to be removed from the blacklists. In short, it will cost you a lot of time and money.