Name server change impact on email

When requesting the necessary name server change to install Cloudflare on my WordPress website, my hosting provider warned me that I would have to route my email to their server myself to guarantee that sending and receiving email would keep working, and that on top of that any changes to IP-addresses in their network would have impact on the accessibility of my website. This made me think twice about requesting the changes. Is this indeed something I should be worried about?

Can anyone confirm that this will not be an issue, given the fact that Cloudflare indicates the proxy status of my DNS MX records as " DNS only" (see screenshot)? Or is there anything else I should take into account? In other words: is this something I should be concerned about?

Thanks for your help!

Even though your MX record is DNS Only, whatever it points do should be set to :grey:, as it will not answer to email connections when it’s set to :orange:.

That is why most people point their MX record to a :grey: ‘mail’ subdomain.