[exim] lowest numbered MX record points to local host

Hi,

I have two routers:

dnslookup:
driver = dnslookup
# domains = ! +local_domains # check mx for all domains
transport = remote_smtp
ignore_target_hosts = 0.0.0.0 : 127.0.0.0/8
self = pass
no_more

localuser:
driver = accept
condition = ${lookup sqlite {...}{yes}{no}}
transport = local_delivery
cannot_route_message = Unknown user

Everything works fine, but if there is no user in my database i got error:
"lowest numbered MX record points to local host"

Instead of:
"Unknown user"

But when i change first router to defaults:

dnslookup:
driver = dnslookup
domains = ! +local_domains
transport = remote_smtp
ignore_target_hosts = 0.0.0.0 : 127.0.0.0/8
no_more

The error is correct:
"Unknown user"

Can anyone explain, why?

Regards,
Bambero