As for why see this post by Corey -- 07-11-2011 11:59 PM
Email in general

looks like what is needed
cPanel ==> Email Authentication ==> SPF ==> Status ==> Enable
if all you use is the primary mail server

from cPanel
You do not need to specify your primary mail exchanger or any server that an mx has been created for as they are already included automatically.
from Corey's post (above)
Recap: Webmail should work, free hosting email is awesome.
My Webmail on server Boru throws a error