Custom AWS SES send from domain

Hello everyone,

I didn’t pay too much attention before but recently I noticed that when I test my emails with I get :
-0.249 HEADER_FROM_DIFFERENT_DOMAINS From and EnvelopeFrom 2nd level mail domains are different -> my score was 9.9

I researched a little bit and saw that my emails are not send from my domain but from amazons. Is this gonna be a problem?

I also noticed couple of replies to my campaigns in spam folder with message:

Why is this message in spam?

It seems to be an auto-reply to a message that pretended to be sent from your email address.

What do you think? Should i set up custom send from domain or leave it as it is?