Thanks for your advice and sorry for not writing all the details of my testing.
I already tested this option. The typed character was echoed back (of course), but it is unlikely for these characters to be sent to POP3 server.
No response from the server on TeraTerm's window.
Beause the test software using TCP Socket (port 110) works fine, I guess that this issue is related to teraTerm rather than my network configuration (broadband router, firewall, NAT, etc...).
This problem(?) is easily replicated -- just to use TeraTerm via port 110 and connect to any POP3 server, you will see the same behavior.