When you integrate Trellix IPS and MVX, both the Manager and Sensor communicate with the the VX appliance separately. You have to configure the MVX details for all the required Sensors and then enable the integration.
If you want to configure multiple Sensors with the same VX appliance, you can specify the details at the admin domain and inherit the settings at the Sensor level. This saves you the trouble of having to configure the same details multiple times. If required, you can also customize the inherited settings for the required Sensors.