Normally when using a smarthost you wouldn’t expect that the mailserver does a query for the MX record in DNS. Well it does in Exchange 2007 and Exchange 2010. A while ago I found a post on Technet from someone from Microsoft who mentioned this. I found it pretty weird so I thought let’s test it. And indeed when using a smarthost and making a networktrace you will find out that it does a query for the MX record in DNS.
Below a screenshot of the DNS part when using a smarthost:
Also the quote below from Elan Shudnow confirms that a DNS query for the MX record is performed even when using a smarthost:
There was a discussion about this on the Microsoft Distribution list I am a part of (for the Exchange 2010 TAP) and it was stated by two MS employees that a smart host which actually still try MX lookup first before it attempts the smart host. Yes, a lot of us were surprised; including myself. The first guy sounded confident but the second guy said he believed but didn’t test it in months. So take that as you will. I haven’t done a network trace to see for sure so I’m not sure myself.
(source http://forums.msexchange.org/DNS_Forwarder_breaks_email/m_1800512027/tm.htm)
So this proves again how import correct DNS records are.