I saw on my SMTP logs that it queried a possible phishing domain, I look up on its MX records and it didn't have one. Does the domain need an MX record before sending phishing emails?
Does the domain need an MX record before sending phishing emails?
No. According to RFC 2821, if there is no MX record, then mail delivery will look for an A record instead:
The lookup first attempts to locate an MX record associated with the name. If a CNAME record is found instead, the resulting name is processed as if it were the initial name. If no MX records are found, but an A RR is found, the A RR is treated as if it was associated with an implicit MX RR, with a preference of 0, pointing to that host.