Email security service is blocking mail from a nonexistent domain

A third party contractor is providing email communications services for a business partner of ours.  They are sending messages from a domain that is not set up with A or MX records.

Our email security software, TrendMicro's Hosted Email Security (HES), is blocking those messages because the sender domain can not be found.

Understanding I could poke some holes in HES to allow for those messages to come through, is it proper to request they actually register the domain name from which they are sending, or is this a common practice?
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they wont allow, cause it can be a spoofed email or spammer. so as hosted provider they wont allow this kind of emails. You can try to ask them to bypass the particular domain and see what they responsed

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MatthewDKAuthor Commented:
As Gaurav noted and per TrendMicro support, "as long as we can't resolve their domain due to missing mx record then the email will always get blocked."
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