Hello again,
So this one I'm not so sure about. With all the changes with Edge servers and things like these I really don't know. I do know that it at least used to be that way. Without being installed on the Exchange server you don't get all the bells and whistles like Store scanning, etc. (A major piece of MSE)
You might be best served by logging a case with support in order to answer some more of the in depth architecture questions.
Thanks again!
Tom