Hi,
You need to configure the domain to Shared, otherwise Office 365 will think that it knows about all the recipient for your domain.
To change this:
1. Log on to Admin Portal
2. Open up Exchange Control Panel (From the Administration Overview)
3. Go to Email Control
4. Hit Domains and Protection
5. Double click the domain in question
6. Change to Shared and save the settings
Best regards,
Jesper Ståhle