I've noticed when registering that it seems to try to verify my email address by sending itself an email from my account... is this a common practice?

---- We have recorded an attempt to send an email from your alias xxxxx@simplelogin.fr using <>.

Please note that sending from this alias only works from xxxx@icloud.com.

Indeed, only you (or the mailbox that owns xxxx@simplelogin.fr) can send emails on behalf of this alias.