dns2.nic.microsoft has no MX records.
Question and response
Question
dig dns2.nic.microsoft. MX
Answer
The response has no answer records.
Authority
nic.microsoft. 3600 SOA dns1.nic.microsoft. hostmaster.nominet.org.uk. 1698252652 900 300 2419200 3600
Additional
. 0 OPT ; payload 4096, xrcode 0, version 0, flags 0