This is an erroneous message. If you used the tool to set up the SPF records, then it will act accordingly.
The SPF records refereced basically says that only mail sent from that IP (which is your hosting server) is authenticated for your domain.
How this works is, any receiving server that checks for SPF records will see that and allow your emails. If someone sends an email from another server while pretending to be from your domain name, it will see the IPs do not match and not allow it.
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