This is only to test if your system can send mail.
If you read the mentioned manual article correctly you will see that this is only to verify that your system MTA is working as expected.
From the start of the article.
For the successful sending of emails, your Checkmk server must
have a functioning SMTP-server configuration. Depending on your
Linux distribution, this could utilize, for example, Postfix, Qmail,
Exim, or Nullmailer. The configuration will be implemented with
your Linux distribution’s resources.