If Amazon SES(or some similar solution) is used as remote SMTP configured in Plesk, cron emails cannot be sent because "From" header is hardcoded in cron, here are some related threads:

https://forums.aws.amazon.com/thread.jspa?messageID=540183
https://stackoverflow.com/questions/15250199/crontab-email-through-msmtp-amazon-ses?rq=1

There is a workaround - to replace the symlink from /usr/sbin/sendmail to msmtp by a bash script with the following content:

#!/bin/bash
sed -e 's/From: root (Cron Daemon)/From: root@mydomain.com (Cron Daemon)/' | /usr/bin/msmtp -t "$@"

It would be great to have it applied by Plesk automatically and to have "From" header configurable from Plesk interface, for example in an additional field under Tools & Settings > External SMTP Server.