This doesn't seem like typical system behaviour. Can you confirm that each user has their own Outgoing Email Server configured?
Additionally, when sending messages from the CRM module, are they manually typed or based on an email template? If it's manually typed, and the user's account has Outgoing Email Server setup, then it should be going through that.
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Another setting you could confirm is the priority of the user's Outgoing Email Server vs the mass mailing email's Outgoing Email Server. Smaller the number, higher the priority. If not set, it'll take the highest priority one will be used.
If it's a template, you might want to check the Outgoing Email Server setup for that specific template:
1. Verify that the email template's To (Emails) field is correctly set to capture the user's ID. While this should be the default, it's worth double-checking.
2. Under the Settings tab, confirm that the Outgoing Email Server field is empty. Since the To (Emails) field already captures the user's email, this setting isn’t necessary. Unless, you want this Outgoing Email Server to supersede other settings.
can you please give more configurations details about for exapaple authentication and what did you set in the "from filter" from your outgoing mail server?