There are two essential reasons to have SPF (Sender Policy Framework) record for your domain.
Security – an attacker may send spoofed email from the vulnerable domain if SPF record doesn’t exist. Most of the security scanner will consider this as “Missing SPF Record Vulnerability.”
Email Delivery – not having SPF record may cause email to land in the SPAM box.
If not already, consider implementing SPF record to improve the email delivery and avoid attacker sending email which looks like being sent from your domain.
SPF record checker tool will verify if it exists.