Well, here's our scenario and possible solution:
Our local domain is x.org.local, and our mail is user@x.org.
So, in the distribution list's Email addresses, I unchecked "Automatically update email addresses based on recipient policy", set the default SMTP address to the x.org.local address (our internal domain), and removed the other SMTP addresses that were there from the default recipient policy.
So far, it appears to be working. I will wait another day to make sure (need to ensure that the default recipient policy doesn't replicate to these distribution groups) and I'll post another message here with a status. I'm sure this could be useful to others.
Daniel.