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