If I got you right you expect Pmail warns you you are offline when trying to access the Internet after turning this access offline, right? As I said, I look at the icon first and act accordingly. YMMV.
I think I didn't explain myself clearly. Pegasus Mail warns you when even while connected to the Web/LAN you can't establish a POP3, IMAP, SMTP or direct connection. My bad.
And yes, I'm sure your suggestion is welcome. Cheers.