My server name is server.mydomain.tld and is a fully qualified domain name with a public DNS entry.
But when I add a new user they are given an email address @mydomain.tld. Why is this? Why is a new user user@mydomain.tld and not user@server.mydomain.tld?
I see no option to create a user with the server domain name.
This is like it should be. Your public DNS needs to have an MX record, and that record will tell email servers which server to contact (public IP) and from that IP, your firewall will NAT that traffic to your mailserver.
If you somehow need user@server.domain.tld then you could just add this as a mail domain, and create your users there. I really can not think of a usefull scenario tho, but there is very little info in the OP 
Makes sense, thanks. I was just wondering!