_nets.opendns.com has no MX records.
Question and response
Question
dig _nets.opendns.com. MX
Answer
The response has no answer records.
Authority
opendns.com. 86400 SOA auth1.opendns.com. noc.opendns.com. 1771766553 16384 2048 1048576 2560
Additional
. 32768 OPT ; payload 4000, xrcode 0, version 0, flags 32768