On my Debian system I have a traditional local-only "mail" setup. The package install set up some sensible default. (Maybe it prompted me to accept the settings; I don't remember).
EDIT: In Debian 9 and above,
exim4-daemon-light is no longer installed as part of the Debian "standard task" (package set).
The main reason this is useful is for errors in
cron jobs (and also
at jobs), which are delivered as local "mail".
$ aptitude why exim4-daemon-light i exim4 Depends exim4-daemon-light | exim4-daemon-heavy | exim4-daemon-custom
$ aptitude why exim4 i logrotate Depends cron | anacron | cron-daemon i A cron Recommends exim4 | postfix | mail-transport-agent
Fedora Workstation does not include a functioning mail setup. You have to choose to install it, and you probably need to do some extra configuration.
Ubuntu is based on Debian. On Ubuntu Desktop, assuming you installed
at), will you have a (working) local mail setup for it?
EDIT: I guess on Debian 9 you already need to choose to install a mail system if you want one, despite the "Recommends".
(I have written some Ansible stuff which sets up cron jobs on a Debian system. I expect to switch the system to Ubuntu Desktop eventually. So I am thinking about the assumptions my scripts are making).