We have an issue with our microsoft cloud-outlook account.

We have the same email address registered on the cloud – Office365 and on another on-premise server (mail: [email protected]). When we use Office365 and Microsoft services, such as MS Teams, in case of voicemail, the email is sent to Cloud 365 instead of the on-premise webmail server, which is expected.

We need to re-route these emails from the cloud to the on-premise server.
We tried to login to our admin outlook 365 and followed the guidelines:
Domains > Add domain > Add DNS records > MX records.
Unfortunately the MX record is read-only.

Any idea if we are doing things correctly?