Sound a weird question? Yes, it shocked me too. One of my customers run Symantech BrightMail Gateway for their inbound email handling. This appliance has multiple accepted domain names configured. We were amazed to see some domain names not having an associated MX records yet they were receiving emails from internet. I though of digging down more into this just because it was interesting 🙂
For most of us the equation is extremely simple, No MX no email. But I learned something extremely interesting today. RFC 2821 says you can receive emails even if you do not have a MX record for your domain name.
Below text comes from RFC 2821
5. Address Resolution and Mail Handling Once an SMTP client lexically identifies a domain to which mail will be delivered for processing (as described in sections 3.6 and 3.7), a DNS lookup MUST be performed to resolve the domain name . The names are expected to be fully-qualified domain names (FQDNs): mechanisms for inferring FQDNs from partial names or local aliases are outside of this specification and, due to a history of problems, are generally discouraged. The lookup first attempts to locate an MX record associated with the name. If a CNAME record is found instead, the resulting name is processed as if it were the initial name. If no MX records are found, but an A RR is found, the A RR is treated as if it was associated with an implicit MX RR, with a preference of 0, pointing to that host. If one or more MX RRs are found for a given name, SMTP systems MUST NOT utilize any A RRs associated with that name unless they are located using the MX RRs; the "implicit MX" rule above applies only if there are no MX records present. If MX records are present, but none of them are usable, this situation MUST be reported as an error.
This clearly means if the IP address associated with your exchange server is the same that resolves to your domain name’s IP address and you do not have any MX records configured in your DNS, you can still receive emails from the sending server compliant to RFC 2821.
Exchange Server 2007 and Exchange Server 2010 both applications are compliant to the mentioned RFC. Although I did not test this scenario yet this information might help you resolving your questions if you faced similar issue like I did.