[madeofpalk]

That Mail one is probably the least alarming, and I would assume that Outlook does the same thing. When you first set up a mail account, it sends your email domain to https://mac-services.apple.com/iconfig/dconf and, provided Apple has a match for it, it will return auto-configure POP/IMAP/SMTP settings.

If you enter your email as @apple.com, it returns back:

    <domain> 
      <name>apple.com</name> 
      <service> 
        <hostname>mail.apple.com</hostname> 
        <port>993</port> 
        <protocol>IMAP</protocol> 
        <ssl /> 
        <requires>MACOSX</requires> 
        <authentication>PLAIN</authentication> 
      </service> 
      <...>
    </domain>

[JetSpiegel]

Thunderbird has a similar service, but you can click on Manual Config and input that by hand.

[valleyer]

Option-click the "Create" button in the setup wizard in Mail.app for the same thing