I'm using Torsocks 2.3.0 and DiG 9.20.1
It could be the exit node that you're using perhaps? Maybe you could try specifying a different exit node and trying again. Also check exit node policies to make sure DNS is allowed, although as your problem only seems to be with MX records then that might not be the cause.
Thank you, yes that surprised me too. I know that they've made some improvements so I'm expecting them to be available in a newer release, then I'll try it again.