In all examples of setting up dns, MX records points to mail.example.com (as I understand, purpose is easily change mail server without touching main host). And even my registrar's backend doesn't allow such operation.
Why I can't point MX to example.com, and why I shouldn't?
Best Answer
As long as your example.com domain has an associated A record, you can point an MX DNS entry to it. It's just not advised to do so.
An DNS MX type record always points to an A record which points then to an IP. You can have multiple MX records per domain with a different or equal priority. It's also ok just to have only one MX record pointing to an A record, no matter which one. You just should not let it point to a CNAME record instead of an A record (this is often done in big environments, where thousands of domains pointing to a few servers.