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Ticket submit delay when using and external SMTP server

We're trying to migrate from our in house Exchange server to Office 365 and when trying to change the SMTP settings for Web Help Desk we notice a 10-20 second delay when trying to submit request tickets, before the confirmation page appears.

I have tried the suggestion from this article 18 second delay in sending outgoing mail (Exchange)to set the Scheduled E-Mail Delivery Threshold to 0, but this has not resolved our issue.

Thinking it may have been a DNS issue I also tried one of Microsoft's IP addresses for smtp.office365.com (discovered using traceroute).  The relay works but it still has a delay.

Also, I tried relaying through a free Gmail account, but the delay seems to be related to any external SMTP server.

Anyone have some suggestions for troubleshooting the issue?