Answer is NO.
There is no need to configure internal MX record to route the email because internal email traffic controlled by Active Directory.
Let’s say your domain name is test.com and you want to know how email is getting delivered from outside world to internal mailbox. Here is the clarification
When somebody send email from internet to email@example.com .first this query goes to internet DNS to resolve the domain name space and its MX record. If MX record is not exist then email will be bounced (however thru A record you can also get the email but that is no recommended and 99 % times it is not going to work) .
If MX record do exist then DNS query will resolve the name with respective A record and traffic will now move ahead to pointed IP address which is your email server ip.
Once email packet is reached to your Email server, it will get delivered to respective mailbox.
In nutshell, there is no need to configure internal MX record, simply because internal email traffic is controlled by Active Directory. MX record is recommended on External or Public DNS to speed up the DNS query.