If you are hosting your own mail server and this is located on the same webserver as your website you will receive the message “Your MX record exposes your origin IP”. This means that attackers can learn the location of your server through your MX records and therefore learn where your website is hosted.
As an example:
The main website is proxying through Cloudflare and therefore will return Cloudflare IP’s when queried:
dig scott.cf +short 188.8.131.52 184.108.40.206
However if I query the MX records for this domain I am able to determine the location of the origin web server:
dig scott.cf mx +short 1 dc-010c3db3.scott.cf.
dig dc-010c3db3.scott.cf +short 220.127.116.11
To eliminate this risk we recommend hosting your email externally or on a separate server to your website.