Crm user primary email address

The following dynamics 365 states that the primary email must equal the exchange profile.  

My assumption is that that means the default email account for your outlook client profile = the Dynamics 365 primary email address.  Is that what this is saying?  I have a scenario were we are using  office 365 accounts with crm and exchange on premise, and the primary email is a mail@domain.com email but the office365 account is a mail@domain.net.  the exchange profile for outlook uses the AD and email address mail@domain.com.  why isn't this supported by PSS or is there a bug?