Apple Mail grrr

According to Apple – Use only this server
Indicate whether to use only the specified outgoing mail server to send messages, or use any available server. When the checkbox is not selected, Mail tries to find another available server to send messages if your specified, trusted server is unavailable.

Sadly this is not the case…

I have this box checked and still Apple Mail sends my mail from my gmail account instead of my work Exchange account – what gives?