You can get fired or, at the very least, reprimanded by some companies for forwarding coorporate e-mail to a public e-mail provider like Yahoo.
Not a big deal for many people (like I could do it no problem with my e-mail since I don't work for such a company) but, depending on where you work, it could be an issue (just like some places don't allow camera phones).
PS Talking about proprietary with regards to MS, etc. is kind of a wash. Lots of companies do the same. Hell, look at the iPhone battery replacement. You can't even change that for yourself and have to send in your phone to get it done for a hefty fee. IMO, the ultimate example of propietaryness (yes, I made that word up) is that Apple software can only be installed on Apple hardware (OS X, I mean). It's possible to put it on "regular PC" components in some instances but lots of times you have to go with very specific hardware cause of lack of driver support (there are lots of websites out there with info about what might work for an OSX install). To me, this is one of Apple's strengths in that they only have to write for a limited hardware subset and don't have issues like with Vista where people are crying cause their GFX card doesn't have good support for drivers but, it's still very limiting. It's also ironic to me that when MS does the same and includes certain software in their OSes (that they are sure will work with their code, etc.) they get hit with fines and anti-trust suits for being a monopoly and "shutting out the competition".
PPS Regarding MS not allowing Exchange on 3rd-party phones, I remember reading a whole back that Exchange support would be included on the iPhone some time in the future. Of course, until that happens, it's just another rumour. The source was more credible than usual though and it's one I tend to believe. Like I said, I see no reason why Apple can not release a lot of the missing features via a software update e.g. people complaining about the keyboard only working for one app in landscape mode (they could make it work all the time for all apps).