Yes, because on-prem Exchange has no idea it exists in 365.
You will need to route external senders through 365 (mx record) - or recreate the mailbox as a remote mailbox on-prem that syncs to 365 if you want this to work
The following steps and diagram illustrate the inbound Internet message path that will occur in your hybrid deployment if you decide to keep your MX record pointed to your on-premises organization.
An inbound message is sent from an Internet sender to the recipients julie@Company portal .com and david@Company portal .com. Julie's mailbox is located on an Exchange Mailbox server in the on-premises organization. David's mailbox is located in Exchange Online.
Because the recipients both have contoso.com email addresses, and the MX record for contoso.com points to the on-premises organization, the message is delivered to an on-premises Exchange server.
The on-premises Exchange server performs a lookup for each recipient using an on-premises global catalog server. Through the global catalog lookup, it determines that Julie's mailbox is located on an on-premises Exchange Mailbox server while David's mailbox is located in the Exchange Online organization and has a hybrid routing address of david@Company portal .mail.onmicrosoft.com.
The on-premises Exchange server splits the message into two copies. One copy of the message is sent to the on-premises Exchange Mailbox server where it's delivered to Julie's mailbox.
The second copy of the message is sent by the on-premises Exchange server to EOP, which receives messages sent to the Exchange Online organization, using a Send connector configured to use TLS.
EOP sends the message to the Exchange Online organization where the message is scanned for viruses and delivered to David's mailbox.