PHP and Plesk sending mails

Hi,
I'm setting up my Plesk server and some domains that I'm hosting are using external mailbox services. When Plesk (or a PHP script such as a Wordpress site from another domain) tries to send an email to one of these domains, that message is routed locally and thus never reaches inbox. I understand this is the default behavior, eg, if the mailbox is locally hosted, why should the message go out on the internet

So, is there any way to make Plesk (or Postfix?) always query MX records...

PHP and Plesk sending mails