Forwarding email to an external address in Out of Office

I have a client with MS SBS2000 on which Exchange is configured. I am able to forward email to an external address by adding the address to the GAL and configuring the Exchange General options to forward the email.

My question is, why if users configure the option in Out of Office in Outlook to forward to an external address does it not work?

It doesn’t make any difference if the address is in their contacts or the GAL, or if the Outlook is running or not (so I assume it is not just that OOf is running as a client side rule).

Any ideas?