Mailgun support are talking out their rear end. They could just as easily strip this purported “originating IP” information from the headers when relaying via SMTP as via API, and nobody with two braincells to rub together trusts any information added by relaying systems, because (a) it’s all so trivial to forge, and (b) the WHOLE POINT of relaying through a service like mailgun is because the originating system isn’t properly configured for SMTP.