Why checking MX using dnspython giving timeout error?

Question

import dns.resolver
import concurrent.futures
domains=open('com 2021-6-7 domains.txt',encoding='utf-8').read().splitlines()[0:10000]


mx_domains=[]


def check(domain):
    try:
        answers = dns.resolver.resolve(domain, 'MX')
        print('MX EXISTS')
        mx_domains.append(domain)
    except Exception as e:
        print(e)
        print('No MX')




with concurrent.futures.ThreadPoolExecutor(max_workers=500) as executor:
    executor.map(check, domains)

Why is this code giving error:

The DNS operation timed out after 5.005800008773804 seconds

Also is there a way to solve this problem or perhaps a better way to do it? or is it something to do with my network? I am new to the area of Networking so I am not able to understand why is this even causing a timeout error?