I think it's a shame SG blocks direct SMTP connections. This is counter to the principle behind SG - that is, to control spam (and only spam) *after* delivery. Whenever I want to send a message to an SG user, I'm forced to reroute the message through my ISPs SMTP server.
It's not sending from myself that concerns me. I rarely send a message to an SG acct. However, I do not want others to be hindered in sending a message to me, because it throws a spin on my trust model that's outside of my control.
My first suggestion is that DULs are abandoned entirely.
My next suggestion is that DULs are abandoned for some of the domains (xoxy.net for example), so at least I have the option of specifying an address that the recipient can rely on.