_spf.eu.mailgun.org has no MX records.
Question and response
Question
dig _spf.eu.mailgun.org. MX
Answer
The response has no answer records.
Authority
eu.mailgun.org. 900 SOA ns-508.awsdns-63.com. awsdns-hostmaster.amazon.com. 2 7200 900 1209600 86400
Additional
. 0 OPT ; payload 4096, xrcode 0, version 0, flags 0