Checking MX in your application means you needlessly fail on transient outages, like when a DNS server is rebooting or a net link hiccups. When it happens, the error flag your app puts on the user’s email address is likely to confuse or frustrate them, will definitely waste their time, and may drive them away and/or generate support calls.
Also, MX records are not required. Edit to clarify: So checking MX in your application means you fail 100% of the time on some perfectly valid email domains. Good luck to the users and support staff who have to troubleshoot that, because there’s nothing wrong with the email address or domain; the problem is your application doing something it should not.
Better to just hand the verification message off to your mail server, which knows how to handle these things. You can flag the address if your outgoing mail server refuses to accept it.