Q0310 - Exim/exim GitHub Wiki
If a DNS lookup returns no MX records why doesn't Exim just bin the message?
If a DNS lookup returns no MXs, Exim looks for an address record, in
accordance with the rules that are defined in the RFCs. If you want to
break the rules, you can set mx_domains
in the dnslookup router,
but you will cut yourself off from those sites (and there still seem to
be plenty) who do not set up MX records.