Are separate dns records necessary for web and mail on a single server?

Yes, it would be possible, but you will lose some important advantages if you choose to do so:

If you point all services to the same DNS name, you can’t put them onto separate servers any more without reconfiguring any client that refers to them.

As an example: With different names, when the load on the server grows too much, you can simply offload the mail services to another server without affecting the clients. All you have to do is to adapt your DNS records.

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