Exchange 2000 behaves in the same way.
We use two methods to deal with this situation:
#1. Delete the users mailbox, and assign the users old smtp address as an additional SMTP address to the alternative recipient. Or..
#2. Delete the users mailbox. Create a ‘hidden’ distribution group that uses the SMTP address of the deleted user. Make the alternative recipient a member of this new hidden group.
Method #2 is my preferred, as when the email arrives in the alternative users mailbox the “To” field is set to the display name of the hidden group. Thus… the end recipient is able to observe that they are not the original intended recipient. If required the alternative recipient may also create Inbox Rules based on the ?To? field to file the received email as appropriate.
This is from a Ex2K perspective. I have not used Ex2K3, which will have features that I’m not yet aware of.