When this is changed to an external mail server, that server will receive all mail for the domain. In order to be able to change the MX record for your domain, your mail server will need to have a static IP address or hostname. If you have an unreliable or part-time connection for your mail server, we can point the primary MX record for your domain to your mail server and leave a secondary mail server pointing to the pair server hosting your account. That way, if your mail server is down, mail will come to pair. That is fine.
Some customers like to control their DNS so as to add vanity domains more easily.
If you already have an IP address from pair, and you do not need mail service or nameservice from pair, you could point a domain to your pair IP address without actually signing up for the domain with us.