A mail server that uses catch-all also accepts messages to non-existent mailboxes and does not reject them correctly. This means that all messages to any address in your domain are accepted by the mail server with the SMTP response "250 Ok". Many spammers buy lists of email addresses on the black market and use them to send spam messages to servers with a configured catch-all.
By default, EuropeanMX accepts email based on the response from the target mail server. This means, messages to non-existent mailboxes are usually rejected. If Catch-All is enabled on the target server, EuropeanMX would generate a report for each mail address (valid or not) and thus possibly deliver unwanted reports to you. To prevent this, EuropeanMX checks if the catch-all function is used when creating a new domain and applies this in the settings. EuropeanMX now knows that the responses from the recipient verification are not to be trusted and will switch off the creation and sending of the scout or protection reports for your domain.
Please note: We strongly recommend not to use catch-all.