Delivery confirmations do not appear to be generated when the Symantec Messaging Gateway is scanning mail.
The Symantec Messaging Gateway appliance does not support the DSN SMTP extension at this time. This can be confirmed with a telnet test to the appliance on the inbound IP and port and issuing the EHLO command:
If the response does not contain "250 - DSN" among listed responses, then the delivery status notification request will not be honored.
Symantec is aware of this issue and is currently considering it for a future release.