It is correct that SharePoint supports incoming e-mail, and here is a description on how to set it up: https://technet.microsoft.com/en-us/library/cc262947.aspx
Here are some explanations why so many organizations have opted to use E-mail Converter for their incident management / issue tracking:
E-mail Converter is easier to use
E-mail Converter is easier to setup and the setup does not require an SharePoint, Exchange or Active Directory administrator
E-mail Converter gives you more features
E-mail Converter gives you a better control over how your e-mail to ticket conversion is done
Email Converter works without problems with firewalls, SMTP-gateways etc.
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