Using GNU Emacs 26.1 (build 1, x86_64-w64-mingw32) of 2018-05-30

How to reproduce:
1. Call dig interactively.
2. Enter: heise.de MX

Observed results:
...
;; QUESTION SECTION:
;heise.de\032MX.            IN  A
...
Expected results:
...
;; QUESTION SECTION:
;heise.de.                      IN      MX
...

Workaround:
Evalutating (dig "heise.de" "MX") gives expected results.
-- 
Mit freundlichen Grüssen / With kind regards:
Jens Lange