the behaviour is not correct. rfc 2821 (section 5) says

The lookup first attempts to locate an MX
record associated with the name. If a CNAME record is found instead,
the resulting name is processed as if it were the initial name. If
no MX records are found, but an A RR is found, the A RR is treated as
if it was associated with an implicit MX RR, with a preference of 0,
pointing to that host. If one or more MX RRs are found for a given
name, SMTP systems MUST NOT utilize any A RRs associated with that
name unless they are located using the MX RRs; the "implicit MX" rule
above applies only if there are no MX records present. If MX records
are present, but none of them are usable, this situation MUST be
reported as an error.

- erik