Except some people fall back to the A record (see RFC 5321).
Thanks!
after DNS was in place, MX records came along in order to route mail destined for a host to a different server, or just supply a list of backup servers. now since most people just use email addresses containing only a domain, MX records are pretty much common place (since the A record of many domains resolves to the web server). now MTAs check for MX records before trying to connect directly to the host.
to demonstrate:
jcs@thalamus:~> host -t mx test.jcs.org
test.jcs.org has no MX record
jcs@thalamus:~> host test.jcs.org
test.jcs.org has address 10.10.10.10
jcs@thalamus:~> echo test | mail test@test.jcs.org
and shortly after, in postfix's mail log: Nov 21 22:59:18 thalamus postfix/smtp[23742]: connect to test.jcs.org[10.10.10.10]:25: Operation timed out