When you remove the Exchange server you should do the following:
as you have Zimbra as the Socandary you also need the following:
zmprov md domain.com zimbraMailCatchAllAddress ''
zmprov md domain.com zimbraMailCatchAllForwardingAddress ''
zmprov md domain.com zimbraMailTransport lmtp:server.domain.com:7025
Make sure you take a backup before doing this and also a note of the original settings, just in case.
zmprov mcf zimbraMtaDnsLookupsEnabled TRUE
zmprov mcf zimbraMtaRelayHost localhost