Hi @Dias DT
That's the expected behavior you described above. If you point the MX record to O365, this helps ensure that email is delivered to your Microsoft 365 or Office 365 mailboxes. Moving the MX record will also let you turn off your old email system when you are ready.
So if you want to keep both mail servers and want them able to send mails to each other, keep the MX record to your source server and for the users migrated to o365 already, sending mails to them by using .onmicrosoft.com addresses
For more information: Why do I have an "onmicrosoft.com" domain?
If an Answer is helpful, please click "Accept Answer" and upvote it.
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.