When emails arrive and they're not whitelisted or have been let through before, a 'Please try again' message is sent back to the sender. A legitimate and correctly setup MTA will re-send the email and it will be let through by MWES. This is useful to block spam sent by viruses as the email won't be re-sent. A sending MTA may take up to 15 minutes to re-send the email, therefore it's useful to enable the SPF option as that will bypass greylisting for legitimate MTAs and speed up email deliverability.