Yes, I agree - but in my opinion and experience the timing factor is a very important one. Assuming a new worm arrives and no AV has it's signature so it's not detected. The worm starts immediatly with his work to take over control or also a possibiliy there's no activity for some hours or days. In the first case a personal firwall helps, in the second case there is a good chance that during the next hours the signature is well known and distributed in the update.
Maybe you're right, I didn't consider it that way...
So when they repair that function I'll enable scaning outgoing mails but now, as u know it's not possible