mail.yourdomain.com and what it actually is.
WHAT IT IS
A hostname pointing at the mail server, used by mail clients to connect. It is created automatically when your domain is added, and covered by AutoSSL so connections are encrypted without warnings.
It is not where your mail is delivered. Delivery is controlled by MX records on the domain itself.
WHY USE IT IN CLIENTS
It follows your domain. If your account moves to a different server, mail.yourdomain.com follows and clients keep working. A client configured with the old server's hostname stops.
WHEN IT WILL NOT WORK
Before the domain resolves to us If AutoSSL has not covered it, producing a certificate warning If it is proxied through Cloudflare, which breaks both the connection and AutoSSL validation. Mail records must be DNS-only.
A SEPARATE MAIL SUBDOMAIN FOR SENDING
If you send through a dedicated provider, they may ask you to set up a subdomain for their sending. That is a different thing, configured at their instruction, and does not replace your MX records.