Postfix: mail loops back to myself

A quite common problem in postfix is when you find lines like this in your logs:
status=bounced (mail for domain.com loops back to myself)
Most of the time the problem is self-explanatory: domain.com’ MX record says mail should be delivered to the box itself, but postfix is not configured to be the destination for the domain itself.

The same error shows up in another, less clear situation: when one wrongly sets proxy_interfaces = mx_address, with mx_address being the IP address of the machine that should handle the domain.com messages.
How did this happen to me? I cloned a new mail server for a new branch office. Than changed almost all the configs, but forgot about proxy_interfaces. When I was trying to send an email to one of the domains hosted on the original server, DNS said them had to be forwarded to mx_address. But proxy_interfaces said that address was one of the “alias” addresses of the present machine itself.

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