Typically a provider will configure their SMTP server so that any connection coming from inside the network is considered trusted, thus no authentication is required. Connections coming from outside would require authentication, which prevents unauthorized persons from using the server as a relay for sending out e-mail spam.
The current SMTP client implementation in the Digi 'plug and play' firmware does NOT provide for authentication.
My suggestion to you is to contact Digi support, directly by phone or e-mail, regarding this issue. One of the support staff can investigate as to if this is a feature is being added; if not a request for the feature can be submitted.
Digi Support Services:
phone: (952) 912-3456