Cactus is right! I didn't know this before but:
If no MX records were present, the server falls back to A, that is to say, it makes a request for the A record of the same domain. The MX mechanism provides the ability to run multiple mail servers for a single domain, and allows administrators to specify an order in which they should be tried.
My curiosity was can Domain2's MX records "address" setting point to Domain1's A record (mail.domain1.com). Allowing DNS servers to know that mail.domain1.com is handling email for Domain2. Will SME's mail server except domain2 routing to mail.domain1.com since domain2 is set as a domain in SME.