MX targets must not be CNAMEs
An MX record must point at a hostname that has address (A/AAAA) records, not at a CNAME alias. Pointing an MX at a CNAME violates the DNS standards (RFC 2181 / RFC 1034) and some mail servers will refuse to deliver.
Why it matters
A mail server looks up your MX, then looks up the address of that target. If the target is a CNAME, the extra indirection is not allowed for MX targets and behaviour becomes inconsistent between senders: some follow it, some do not, and mail can be delayed or lost.
How to fix it
Point the MX at a host that has its own A/AAAA records. If your provider gives you a CNAME for mail, ask for the underlying hostname, or use the provider's documented MX hostnames directly.
# Wrong: mail.example.com is a CNAME
example.com. MX 10 mail.example.com.
mail.example.com. CNAME ghs.example-provider.net.
# Right: MX points at a host with A/AAAA records
example.com. MX 10 mx.example-provider.net.
How to verify
dig example.com MX +short
dig <mx-target> CNAME +short # should return nothing
dig <mx-target> A +short # should return addresses
If the CNAME lookup returns a value, the target is an alias and needs to change.