Could you send a test email with "Tested Email" subject, then use command below to check it? It will could help us know the detailed mail flow and narrow down:
Get-TransportService | Get-MessageTrackingLog -Sender user1@domain.com -Recipients user2@domain.com -MessageSubject "Tested Email" -Start 10/24/2021 -End 10/26/2021 | select Timestamp,EventId,Source,ServerHostname | Sort-Object Timestamp
As AndyDavid said, this phenomenon may related with shadow created. It isn't email sent back to another server, then sent back:
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.