That's expected behavior - NDRs will always be presented over the phone - you can turn regular read/delivery receipts off via a change in the Advanced Settings Tool but NDRs will always be presented.
In 4.0(1) and later you can sort all receipts (including NDRs) into their own section at the end of the message stack so as not to impact the callers that don't care about them but in 3.(x) they're presented along with voice messages. The conversation can't easily (quickly) distinguish between voice originated and email originated messages that resulted in the NDR so it has to present them all. These are not necessarily emails only (i.e. you send a voice mail to a user who's mailbox is full and it bounces back to you - you need to know your message didn't get where it was going).
I would ask the broader question here - why are they getting so many NDRs such that this is a problem for their users?
