Incoming Gateway not Working?

Incoming Gateway not Working?

I am using mailroute.net for filtering before mail reaches my Zoho server.   There is a setting in the Control Panel to set the incoming gateway to the mailroute block of addresses in order to "lock down" the incoming mail.   I set the incoming gateway to  199.89.0.0/21 which is the block for mailroute and then checked the box marked "reject mails from non-inbound ips".   Problem is that I am still getting email from IP addresses outside that block.   Is there something I'm missing?