Another example is they could log in without domain name (domain\username), especially when one company could have different internal & external domain name, they wouldn't want user to get confused about it so they decided to have only username as the log in name.
The steps above is easy to configure in Exchange CAS server, but if you have a TMG server in place, you will need to configure it in TMG server but not CAS server.
Navigate to C:\Program Files\Microsoft Forefront Threat Management Gateway\Templates\CookieAuthTemplates\Exchange , look for a file name "string" and open it. (Strongly recorded to backup the file before you start modifying it)
Inside the string file locate the _UserName_Text="Domain\user_name:"
remove domain\ and it should look like _UserName_Text="user_name:"
Remember to perform the same step if you have an array of TMG servers.