You don't have a MX record. But, any email service you use has two or more MX records to identify the Server address.
Spammers may deliberately direct mail to one of the backup (called "high distance") MX servers of a domain first, on the assumption that such a server will have less effective anti-spam filters. An anti-spam technique called "nolisting" is based on assuming this behavior.
Person A: "Send this email to Person B!"
Server: "Sure lemme send that for you"
Server: *Checks address book [DNS] to find address* - Gotcha. email@example.com lives at 22.214.171.124 [MX Record], I'll send it here.