This is not always an option. 

The not-for-profit I work for has a web site run from WP Engine. It can send e-mail for updates, subscriptions, etc. 

Just one of the wp.com hosts that the mail relays through got blacklisted. Consequently, our volunteers and clients - people with disabilities - got nothing from us if they had a gmail or hotmail account. 

We have *no* control over this and no option to change. Spam blocking lists are extortion that hurt innocent people. 

 Stewart