MX record improperly adds domain name to protection.outlook.com

Help! (Home for newbies)
1

I’m trying to setup Office 365. I need to create an MX record for mail.protection.com

It should be:
example.com MX 0 example-com.mail.protection.outlook.com

But the domain name is automatically added to the end of the record
example.com MX 0 example-com.mail.protection.outlook.com.example.com

Is there a way to prevent this domain addition at the end of the record?

2

FIXED.
The server was incorrectly set to enable mail for the domain. Once I disabled mail for the domain the DNS record for offsite Outlook mail was formed correctly.