Why include MX records if Cloudflare isn't designed for mail?

I’m starting to register my site with Cloudflare CDN. I’ve seen Cloudflare’s document on adding MX records when doing CDN (document https://support.cloudflare.com/hc/en-us/articles/200168876-Email-undeliverable-when-using-Cloudflare). It’s quite a complicated process. I don’t understand why, if Cloudflare isn’t designed for email traffic, we should include the MX record at all? My host says just not to include it and I’ll still receive email like normal. Is that true? If it is, why don’t the instructions say just not to include it? Why all the convoluted procedures? Am I missing something?

False information given by your host. Adding MX record allows sender to know which email server to send the emails to. You should add MX record to the DNS management.

Cloudflare is not only about CDN, it is also the authoritative DNS server (a.k.a. nameserver) for your domain. So, it is responsible to respond to any DNS queries - like when someone is sending an email to your mailbox, the sender has to know the MX record - the IP address of your mail server. Cloudflare will respond to this kind of queries.

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