It's easy to block. In my opinion, It's also wrong.
It's wrong because there's no requirement anywhere in RFCs that your return address match your server. And because many of us send emails back to ourselves when using foreign servers.
For example, I'm at the coffeeshop and using their free WiFi. I use their mailserver (very commonly done) and I send myself a copy so I can put it into my "sent" folder on my desktop when I get home.
Since this is something I need, and since the RFCs allow it, I'm not going to write it out of my exim.conf file.
Perhaps it's time for you (or even for DirectAdmin publishers) to decide to either make changes to my default file, or to not use it at all.
Please feel free to make your voice known, in a Feature Request so DirectAdmin staff can consider it.
Jeff