How can e-mail be delivered to a domain without an MX record?
According to the Section 5.1 of RFC 5321:
If an empty list of MXs is returned, the address is treated as if it was associated with an implicit MX RR, with a preference of 0, pointing to that host.
That is if no MX record is present mail servers should fall back to the A record for the domain. This is probably what's happening.