[exim] Skipping local delivery, a good idea?

Hi all,

I use exim on a shared hosting environment and come across the
following scenario from time to time:
If I set up a new domain and sent out an e-mail after that to exactly
this domain, it is delivered local. But very often this domain is
still on another host and the recipient will never see this e-mail
unless the DNS is updated and he connects to the new host.

Local deliveries are just a low percentage of all the e-mail traffic
and I consider to skip them and deliver all e-mails via smtp.
For example I could comment out the following line from the
lookup-router: domains = ! +local_domains

What do you think, is this a good idea or did I miss something out?

I look forward to hear your opinion.