Cannot send email outside of Zoho

Cannot send email outside of Zoho

Why can't the email hosting accounts I have setup in Zoho Mail can't receive emails from outside of Zoho? I have emails like:

user1@mydomain.com
user2@mydomain.com

Where user1 and user2 can receive message to each other, they can also send email to outside emails. However the problem is that these accounts can't receive email. 

I have already setup the MX records in GoDaddy, to mx.zohomail.com and mx2.zohomail.com

Also, there is one exception where I have a configured 'aliased' @mydomain.com email to my Zoho mail account, where it can receive email from outside.

Why is that?