KMail does some things fundamentally different than you'd expect and in typical KDE fashion you can configure everything and then some.

For example there is no strong coupling between accounts/addresses/identities. You can send from any account with any identity. You always have to make sure you chose the right one. By default, all your mail will go over one server, whichever you registered first I think. There was no way of setting a specific one for each identity, again you have to choose the right one every time. This is obviously inappropriate for some setups, e.g. if you have private and work-related accounts.

I think the way Thunderbird handles things is much more sane, because there is only exactly one identity for each account and they are all kept separate. It's ok for KMail to offer more flexibility, but the default behavior is a huge mess and lacks some functionality imo