Yes, I do something similar (with Amazon SES in my case) but only for domains I know are problematic (Microsoft-hosted domains are the main difficulty - I've never had issues with eg Gmail).
As someone with a personal email on a Microsoft domain, I support this message. Microsoft is the worst. I regularly find that mail I should have received just never arrives.
If they would at least dump it in the junk mail folder, I could fix it, but no, some earlier step in the process makes it silently disappear.
If they would at least dump it in the junk mail folder, I could fix it, but no, some earlier step in the process makes it silently disappear.