When setting up instantly for a client - do you use their domains or just set up some disposable ones up in your own go daddy account

Sorry if this has been asked before, but we have a client we are about to provide Cold email marketing for and I was wondering whether it's better to ask them for access to their DNS Account or just set them up in yours because it's quicker. Obviously if they move away from you and still keep called email as a marketing method you end up owning all their domains (and possibly paying for them)

Any advice appreciated

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