Uhmm, what are you trying to do here?
I think that you want to be relaying your outgoing mail through MailGun … if that is the case you do not need to be setting up a MX record as MX records are for incoming mail.
Judging from the records that you asked about … maybe you are doing something different? Where does the mxa.mailgun.org come from and why are you setting up anything for it?
From SMTP Server & Sending Emails | Mailgun
SMTP Relay
Using an SMTP relay service is the simplest way to get started sending emails. Add and verify your domain name, choose between a dedicated or shared IP address, and then set up your SMTP server. You only need four pieces of information: your username, password, the SMTP server host name, and the SMTP port. Add these into your application’s SMTP configuration settings, and you’re ready to send with Mailgun. Depending on which port you use, you can have either a regular or SSL connection to add security to your email.
None of this has to do with DNS records … you will need to modify your MiaB’s Postfix config files by adding the information referenced above. The information will be provided by Mailgun. See the below link for instructions on how to set this up. Make sure that you click the Linode link in that post for the instructions.