Windows Live Mail history
Well, that all too common Outlook vs. Outlook Express confusion was not the only mistake in the product's history (and that confusion was probably the most significant reason for dropping that name).
The product was initially called bluntly Internet Mail and News (in the Windows 95 era), and was later on intgrated to IE and renamed Outlook Express. However, there is, and has never been, a thing called "Vista Mail". The Outlook Express was renamed to Windows Mail when IE7 was released, and then split from the IE product line and merged to WIndows Live product line at Windows 7 release (thus the renaming once again, to Windows Live Mail).