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We use a reverse proxy for our Outlook Web Access. Somebody once told me that a you better never use this reverse proxy from inside the company, because is would not be secure (in fact, you go outside, to return back to your own company servers).

Can someone explain me if that's true, and if so, why?

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It's not a security problem... it's a network and routing one: depending on your actual network setup, you could be simply using an additional (and unneeded) step to connect to your internal Exchange server, or you could be jumping around between your routers/firewalls/DMZ in order to reach a server that was inside your network in the first place, and that you could directly connect to. With certain network configurations, this could even not work, or could mask the client IP addresses and screw up logging in the server(s).

The possible solutions are using a split DNS (i.e. www.yourcompany.com resolves to the internal IP address of your Exchange server when used inside your network, while it resolves to your reverse proxy's external IP address when accessed from outside) or relying on Exchange's internal URLs, which can be (and usually are) configured differently from external ones and use the internal name of your server.

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