The problem with Outlook Express, as opposed to Netscape's built-in mail program, is that, to get similar behavior, you would have to leave it running all the time -- another large program running in addition to IE. These small mail checker utilties allow you to NOT run Outlook Express all the time.
It is very important that you set your Outlook Express/Tools/Options/Security to use Internet Explorer's "Restricted" security settings. And, for that to be of value, you must set IE's/Tools/InternetOptions/Security/Restricted/Custom to Disable every single goo-gah feature listed. (Not sure, but these may now be default settings.)
And, to feel a bit more secure in using Outlook Express, you should have a virus checker set to scan all incoming documents. NOT taking these precautions with OE can be hazardous to your computer's health.