Mail.dll sends this configuration parameter to your SMTP server. E.g.:
S: RCPT TO:<firstname.lastname@example.org> NOTIFY=NEVER
This options is available and used only if SmtpExtension.DSN is reported by Smtp.SupportedExtensions().
You server might be not supporting this extension.
Also if your server simply ignores it there's nothing you or Mail.dll can do about it. You can only turn on logging and make sure that NOTIFY parameter is included.