Scenario:
I have a contact form on my web app, it gets alot of spam.
I am validating the format of email addresses loosely i.e. ^.+@.+\\..+$
An MX Lookup is only part of the picture, if you want to ensure the email address is itself valid, then you need to attempt to send an email to that account.
The other possible scenario is, someone can be simply using hijacked email accounts from a compromised machine anyway. Of course, that is probably a little bit less likely to occur, but it still does.
There are email address validation libraries out there that do this, simply search for email validation.
All of this can be done asynchronously. I have this setup on my site in which case the email is saved in the database (for auditing purposes), a job queued, then when the job comes time to execute, any additional validation is performed at that point in time. It offloads the heavy lifting to another thread.
To the user, it appears as if the email was sent already, it was (it's in the database), and can be viewed internally, but the actual email won't get mailed out until that job executes which can be immediately or some set amount of time depending on the server load.
Walter