ns1.bdm.microsoftonline.com has no MX records.
Question and response
Question
dig ns1.bdm.microsoftonline.com. MX
Answer
The response has no answer records.
Authority
microsoftonline.com. 60 SOA ns1-38.azure-dns.com. msnhst.microsoft.com. 2017971531 300 120 2419200 60
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0