What this means in practice
That domain identity is separate from the relay that carries the message.
If you later change relays, you should not need to re-verify the domain or replace its DNS records for this reason.
Practical guidance
DKIM signing uses a key generated for your mail host, and the signature identifies your domain. The relay transports the message, but it does not replace the domain identity established by that key. This is why the sending identity remains yours even when the underlying relay changes, provided the configured domain and its DNS records remain valid.
Keep the DKIM record associated with the host that sends the mail, and avoid deleting it during unrelated DNS cleanup. If you change a relay, the documented setup says the domain does not need to be re-verified and its zone does not need a new record solely because of that relay change. Check the sending host and domain signature when diagnosing authentication issues; that helps distinguish domain signing from message transport.