MX Records Notification (but there's no wrong in my MX record)

MX Records Notification (but there's no wrong in my MX record)

I frequently given notification that there's something wrong with my MX records.
I place MX records as follows:
MX 10 mx.(domain.name).
MX 20 mx2.(domain.name).
MX 50 mx3.(domain.name).

mx.(domain.name).   CNAME mx.zoho.com.
mx2.(domain.name).   CNAME mx2.zoho.com.
mx3.(domain.name).   CNAME mx3.zoho.com.

I know that records is unefficient, but it directly points to zoho mx server (no A records).
If there's any change in zoho dns, it would simply follow what A records of zoho dns dictate.
So far every email delivered smoothly into my account.

I think zoho notification should capable to distinguish mx record directly pointed to ip address and mx record using CNAME to zoho MX record.
Thanks.