Well, I partially disagree with this or at least it would be a SmarterMail special thing with MAPI.
We have plenty of hosted exchange customers with different domains on a "real" on-promise exchange server.
It never was a problem to use autodiscover CNAME and/or tcp SRV records and/or autodiscover.xml redirects on our server hostname https://exchange01.ourdomain.com
This without the need to add the customer domain with his own certificates for these records on the server.
This of course if the first returned autodiscover.xml on the user domain is correctly redirected for example with a 301 or 302 to the server hostname.
For 5000 domains mail and autodiscver records, the need to add certificates for each domains would be a nightmare to handle.
So for my first tests I've configured the domains like we do for our hosted exchange service.
That being said and in doubt I've applied all recomendations on a test domain and the problem remains exactly the same. In this specific case it looks more like SmarterMail autodiscover thinks the client doesn't support MAPI and doesn't send out MAPI endpoints.
We have a ticket open for this.