I'd like to add that this is because with no MX record the MTA may still attempt to deliver email to the IP from the domain A/AAAA record.
This is a lesser known feature of SMTP, it is specified in rfc5321 section 5:
If an empty list of MXs is returned,
the address is treated as if it was associated with an implicit MX
RR, with a preference of 0, pointing to that host.
I'd like to add that this is because with no MX record the MTA may still attempt to deliver email to the IP from the domain A/AAAA record.
This is a lesser known feature of SMTP, it is specified in rfc5321 section 5:
https://datatracker.ietf.org/doc/html/rfc5321#section-5