This is not true for custom domains for some time. The DKIM signature is only added for users in the account that has the domain, and similarly mail is sent via different outbound servers that are not included in our recommended SPF record if another a user outside of this account tries to send mail from that domain. For Fastmail domains the situation is more complicated for historical reasons (we've been around over 20 years and customers have set up workflows that we need to transition) but we are working on it.
How recently was this change made? I could still do it in 2018, but I wasn't able to do it just now. As you say, no signature on the message, which makes my DMARC record do something useful. That's really great, a huge relief.