Hi,@JohnNaguib
Thanks for posting your question in the Microsoft Q&A forum.
You want all emails to be processed through a local email gateway for distribution with MX records.
When using centralized mail delivery, mail is not routed through the internal deployment organization; this behavior is by design. To forward mail, an exact copy of the original message is created and sent to an external recipient. The mail routing logic sees that this new mail originated in the local environment and does not send the mail back to the local environment. Instead, it routes it directly to the external recipient domain through Exchange Online Protection.
The official documentation has explained it:https://learn.microsoft.com/en-us/exchange/troubleshoot/email-delivery/hybrid-messages-not-routed-through-on-premises?source=recommendations
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