Hi,@Rayner, June
Thanks for posting your question in the Microsoft Q&A forum.
As per your request, I checked the official Microsoft documentation and as you mentioned, it is recommended to set up a Exchange Server to relay emails from external sources.
This is set up to ensure the security of emails from external sources.
If my answer is helpful to you, please mark it as the answer so that other users can refer to it. Thank you for your support and understanding.