Why doesn't the att.net domain have a SPF (Sender Policy Framework) entry

AT&T uses DKIM on its outbound e-mail rather than SPF.

If you don't like the fact that AT&T doesn't use SPF for att.net, then feel free not to use AT&T's e-mail.

Besides that, the email service is provided by yahoo, not ATT. 

Yes, it is contracted to yahoo but support is provided by att.com. The weird part is the whois information provided by ICANN. Below is a copy of teh records:

We're here to address your email questions, @wally326! 

If it's not something that can be resolved with email troubleshooting, you can call our support number at 800.288.2020.

You can also reach out to us here! We'd be more than happy to help! 

Thank you for contacting AT&T Community Forums! 

Raiden, AT&T Community Specialist 

If you don't like the fact that AT&T doesn't use SPF for att.net, then feel free not to use AT&T's e-mail.

The problem with this answer, of course, is that AT&T blocks general outbound SMTP.  So you're forced to relay via smtp.mail.att.net (which is hosted by Yahoo).  

What I'm not certain about is does AT&T allow for sender domains outside of att.net and yahoo.com?  If so, then having an SPF record to tie to that domain would be very helpful.  If not, then I guess it may not matter.  

Not sure what you mean by "AT&T blocks general outbound SMTP"?

I use my own domain servers to send email from my AT&T connected devices.  Oh gawd, I'd shoot myself if I had to use Yahoo servers. 

Meaning it's not possible to connect to external SMTP servers directly.  For example, an e-mail to [email scrubbed] will fail because the port 25 connection to mx01.mail.icloud.com is blocked.  

When I use smtp.mail.att.net as my outbound relay, it works as long as my "from" address is att.net.  If I use a custom domain, it fails, even though my custom domain has a valid MX record.  

Try adding your from address as a Send-only email address here.

Yahoo mail.  Lolz.  I guess if it changes the setting that's all that matters, but I couldn't find any instructions on how to even get there.  

FYI the SMTP server I'm using is hosted on a Synology NAS.  Checking the logs, error is this when I send with a non att.net e-mail from address:

host smtp.mail.att.net[98.137.27.104] said: 550 Request failed; Mailbox unavailable (in reply to MAIL FROM command))

Just for giggles I set the from address as my yahoo e-mail, and got this:

host smtp.mail.att.net[98.137.27.104] said: 550 Request
    failed; Mailbox unavailable (in reply to MAIL FROM command)

I'm interpreting this to mean the SMTP server is trying to lookup the "from" e-mail box and can't do that with any domains other than att.net

@JefferMC thanks for the direction about setting up a send-only email address ( https://mail.yahoo.com/d/settings/1 ). That was the ticket to eliminating "550 Request failed; Mailbox unavailable" that I was stuck on. Doing this allowed me to setup sender policy for yahoo.com (I also listed att.net but don't think that's used).

DNS TXT records:

@.mydomain.net v=spf1 include:yahoo.com include:att.net ~all
_dmarc.mydomain.net v=DMARC1;p=reject;rua=mailto:[email scrubbed]

Outlook client settings:

[email scrubbed] securemailkey

pop.mail.yahoo.com port 995 SSL
smtp.mail.yahoo.com port 465 SSL

Note: Add Account starting with the send-only email address to name the account, but specify everything else using att.net email and servers. After a small fight with outlook to create the account change your Server Settings and change the incoming email (select incoming/outgoing different).

For my tiny server in AWS Lightsail, it's much easier to send outgoing email using the internet provider server. I consider SPF mandatory even for personal use.