This question is based on the answers provided above. The question is not how and why to authenticate server mails from same domain which makes it different, I want to know when it is appropriate to do so!
The security risk: [email protected] can send a mail to [email protected] and fake the From: adress to [email protected]. Now obviously the ip adress is logged and the person who faked the mail can be made responsible but maybe only after the damage has been done.
I would guess there is no need for a domain which is used by a single person or a very small group of people to authenticate the From part. But when is it appropriate? Should a very large company check if PersonA is really PersonA and not PersonC despite they are using the same domain @samecompany.com?