[exim] MTAs not trying all MX records?

I was just wondering if there were known MTAs that don't try all MX
records but only the lowest? Is this something that's common?

Here's the problem. On my lowest MX I do a defer on a lot of things that
are suspicious expecing legitimate email to be delivered to the second
MX which will accept it. But I'm getting some complaints that mail times
out and after X days is returned. It is as if the sending server only
tries the lowest MX.

So - are there MTAs that are known to not follow the standard rules?