wikipedia.org:
https://en.wikipedia.org/wiki/MX_record

Common failures:

• The domain name itself is in MX: Eg the shared hosting server has a different SSL certificate. E-mail processes ignore this problem;
• Even if a mail service is set up for the server, SPF should also authorize for mail from the server itself;
• For ‘www.’ MX can be set up like ‘0 .’ with a space in between. Otherwise, A/AAAA values are used.
  See Proposed Standard ‘Null MX’ in RFC 7505.

Note on October 1st, 2020; September 28th, 2022; November 22nd, 2023:
Control panel cPanel is not ready for MX ‘0.’ setup.
Control panel Plesk may be ready.

MTA Exim responds correctly to ‘Null MX’ like this:
A message that you sent could not be delivered to one or more of its recipients.
This is a permanent error. The following address(es) failed:
janwillem@webhostingtech.nl a MX or SRV record indicated no SMTP service.

MTA Postfix (probably this MTA) responds correctly to ‘Null MX’ like this:
janwillem@webhostingtech.nl: Domain www.webhostingtech.nl does not accept mail (nullMX)