example.com does not receive e-mail. It is specifically set aside (along with example.{net,org} and a few TLDs) for testing:

https://tools.ietf.org/html/rfc2606

example.com has an empty MX record, so you can't really send email to it anyway.

I believe SMTP attempts delivery to the A record if there is no MX record.

Indeed, if no MX record is known, but an A record is, mail will be sent to that host. However, example.(com,org) are designated testing domains by RFC and any self-respecting mail server should know not to forward mails there. And on top of that, since the domains are designated testing domains, they do not accept mails.

The right thing to do in this situation is to use RFC 7505[1] (Null MX Records).

[1] https://2rfc.net/7505

Cool, didn't know that. Thanks for teaching me something today.

“Empty”? It does not have an MX record.

You're right; I must have misread the dig output. I thought it showed an MX record with no hostname, but that was probably the question section.