Great that v4.7.19 has now added the message-id.
However, testing the emails with https://www.mail-tester.com/ it reports the following error "1.2 INVALID_MSGID Message-Id is not valid, according to RFC 2822". After some research it seems the generated id plus url should be surrounded with angled brackets as the image attached.
I modified the file "Smtp.php" found in ../system/Email/Outgoing to add these angled brackets and it no longer reported the issue.
Additionally, I'd like to be able to change the url. Its not good practice to use your companies main domain for emailing newsletters as there is a high chance of it be reported for spamming. We use a secondary domain which is not our website domain for this very reason. It would great to see an option for this be added to with the Email Settings.