Internal Domain details revealed to the public through Outlook message format!

Short answer.
No.

Why do you think it is a security issue? If someone gets in to a position to use that information then you have bigger problems to worry about.

I receive emails from major companies, including Microsoft and they all have that information in them.

Simon.

But why do we need to "publish" this private data anyway?

If you do not want your internal details to appear on the email headers, you should outsource your email servers to another party. That way, it will be their info that gets transmitted. There are different ways to tackle this. Whats the firewall you use? some hybrid firewalls have features that may assist you.

Of course, then instead of just seeing headers another party can see the entire email and wheres the confidentiality in that.

That is the way that SMTP and Exchange works.
If you are bouncing the email through internal servers then that information will be shown on the headers. The message ID is based on the server name.

This is the type of question I get from so called "Auditors" who look for something when they cannot find anything else at fault.
It is not a security risk.

There is no point arguing about it as it cannot be changed. You will have to flag it to Microsoft, but don't expect anything to be changed before Exchange 15.
As already pointed out, the most you could do is use a firewall or other service to strip the headers, but that could put your email messages at risk of not being readable by the recipient.

Simon.

At least an attacker could use that to build some knowledge about the internal domain.The data that is revealed contains internal IP addresses which should remain internal

A sample text is shown below:

Received: from 89.211.33.162  (EHLO MR.dlalaholding.com) (89.211.33.162)
  by mta332.mail.re4.yahoo.com with SMTP; Thu, 26 Jul 2007 05:24:09 -0700
Received: from EXCHANGE.dlala.local ([192.168.2.17]) by MR.dlalaholding.com with Microsoft SMTPSVC(6.0.3790.3959);

The internal exchange server "exchange.dlala.local" with IP 192.168.2.17 is frowarding all emails to an SMTP relay server in a DMZ with 89.211.33.162 as a public IP
Its also showing the exact build of the SMTP relay server

Isnt this too much to be seen by a hacker?

Good question.

There is a small set of guidelines in place for the use of emails. Its better that you refer toe following article:

http://www.ietf.org/rfc/rfc4406.txt

which is a link from:

http://www.imc.org/rfcs.html

and

http://www.imc.org/mail-standards.html

Note that the standards advised there may not be adhered to by all.  

Networks all across the globe get hacked all the time. With or without access to email headers, if a person needs to get in they will.

If you have a domain, some of your records will be available to the public anyway.

Just knowing your IP will not be enough to get in. It's up to you to ensure that your network is secure from such unauthorised access.