Reason is this check
This command checks the existance of an MX-Record for this server.
This is an advanced check making sure you are using an existing mailserver.
A server can act as an mailserver without this entry, but it is adviced to have it.
If you dont mind receiving fake mail addresses, you can scratch this check.
It is not a 100% check, it just makes sure the mail server is existant and published to be one.
Still it is possible to record fake addresses, but it makes it a little harder.
An address firstname.lastname@example.org
would be detected as fake, but email@example.com
would be ok, even though the address might not exist at yahoo - but yahoo is registered beeing a mailserver.
If the co.uk server is yours, I would recomend to register it with an MX record.
If you dont know how, ask your service provider to assist you.
Some providers do not allow you to enter those records yourself.