I need this functionality too.
We're running two gateways to handle the load and need to enable the functionality for Spam filtering checks and Incoming SMTP Blocking rules.
I tried the suggested outgoing spam scanning, but it didn't work, still getting this:
[2015.10.27] 07:41:09 [74182] Skipping spam checks: No local recipients
[2015.10.27] 07:41:16 [74191] Skipping spam checks: No local recipients
[2015.10.27] 07:41:27 [74189] Skipping spam checks: No local recipients
[2015.10.27] 07:41:27 [74188] Skipping spam checks: No local recipients
[2015.10.27] 07:41:27 [74186] Skipping spam checks: No local recipients
[2015.10.27] 07:41:27 [74190] Skipping spam checks: No local recipients
[2015.10.27] 07:41:27 [74187] Skipping spam checks: No local recipients
[2015.10.27] 07:41:30 [74193] Skipping spam checks: No local recipients
[2015.10.27] 07:41:30 [74192] Skipping spam checks: No local recipients
Our gateways are set up like smartertools outlined and using
Gateway Mode: Domain Forward
User Verification: Web Service (which I just found out keeps a local cache of users in case the primary is offline - you will still receive mail)
Domain Verification: All (Web Service)
Ideas SmarterTools?