This configuration is optional and is not directly related to ClosePlan or People.ai.
It is really common that Salesforce often sends emails on behalf of users, such as email alert workflows or custom Apex initiated notifications and it . This also applies to any all email notification notifications sent by the ClosePlan application.
In order to avoid security alerts or even refusal of such emails, proper SPF record records should be configured in your DNS settings.
To setup SPF records, please follow the steps in the this official Salesforce article:
https://help.salesforce.com/articleView?id=000315520
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