Feature request: get an order log when a delivery mail fails

We are using Mailgun for our WooCommerce webshops. When a customer orders with a non-existing mailadres we would normally receive a bounce messaging in our inbox (postmaster: delivery failed). With Mailgun we do not receive this message and therefore we are not aware that the customer filled in an invalid mail address.

Feature request:
A checkbox/setting to add a logline to the WooCommerce order log when a delivery gives a failed error (through webhooks? https://www.mailgun.com/blog/a-guide-to-using-mailguns-webhooks)