It sounds scary to set up glue records, but so is setting up all of the DNS records manually that you'd need for really good mail: MX, SPF, DKIM, and DMARC, and if you want secure DNS and/or mandatory encryption on the wire you'll want DANE records and zone signing.
Mail-in-a-Box wants to take over your DNS because it wants to take care of all of this for you. If you run your own DNS, it's still secure. An alternative is to use a new domain name.
Thanks for the feedback.
[I'm the guy behind the project.]