Hi Chris,
The issue may occur base on below points.
1. Domain propagation to the Microsoft Forefront Online Protection for Exchange Edge Transport servers requires up to 45 minutes after an Office 365 accepted domain is added, moved, ore deleted in FOPE. Or, the domain is propagated, but it is configured as outbound-only.
2. In FOPE, the Exchange on-premises organization is not defined as being enabled to relay email messages.
3. Mail delivery settings in the FOPE Administration Center are not set correctly for the expected email flow.
Please click on the link below to troubleshoot your issue.
http://support.microsoft.com/kb/2603474
Thanks,
Yang Yu