Maybe this means Mailgun lists feature will be friendly to DMARC? It was such a great solution for domains not really requiring a mail server for inbound mail, that is, until everyone started caring about p=reject (well, except for Gmail - I'm still not sure how much my mail has to not conform to standards before they refuse to deliver to even a spam folder).
Verifying that a valid mail exchanger (MX) exists for a domain when receiving mail from that domain is a fairly common thing to do.
That is, if an e-mail coming into my server purports to be from example.com, checking for the existence of a valid MX for example.com is a common "anti-spam" measure. If example.com can not or will not accept mail, rejecting (or marking as spam) the incoming message is considered acceptable.
You read past the part where I described receiving mails. It sounds like you have never used the service, so have no idea what I'm talking about, so have no idea what you're talking about.
When using the lists feature, an alias address can be created user@example.com. Then, you can add email addresses to the list.
Unfortunately, the emails are sent from the original address, so if that is user@yahoo.com, and since yahoo.com has p=reject in it's DMARC record, that email will suffer all of the issues of failing a DMARC test, so depending on the receiving mail server's configuration, the email may not even reach the spam folder (all Yahoo! and Microsoft domains behave this way, as well as many others).
