[exim] MX choice for callouts

Running 4.34, I saw an unexpected use of a low-priority MX between
two of my systems. The server end of the connection logged it,
but the client did not. Since the logged F= was a real name not
"<>" I'm assuming this was a recipient verify callout.

Is this likely and if so, is it a bug that the highest-priority MX
was not used?

Cheers,
    Jeremy