Microsoft’s Live.com marks the returned email as SPAM. Normally, you would not go through your junk emails folder and you would not see it. Otherwise, if you are informed about the delivery, you would try to send your message another way!
Asking for confirmation of receipt is a must these days also because we tend to be lazier and do not respond immediately “Thanks, I got your message.”
Outlook had a nice automated read/received replies which were not adopted because no one used that feature. Maybe because it should not be like a message from a robot, it should be a subtle indicator like the one used in SMS world.