aadg.msidentity.com has no MX records.
Question and response
Question
dig aadg.msidentity.com. MX
Answer
The response has no answer records.
Authority
aadg.msidentity.com. 7200 SOA a9-66.akam.net. aadnetsre.microsoft.com. 1559777932 43200 7200 604800 7200
Additional
. 0 OPT ; payload 4096, xrcode 0, version 0, flags 0