MDF (medium density fibreboard) is basically pulped wood that has been glued back together and pressed into shape. It is much cheaper than plain timber that’s been spindle-molded into shape, such as for door trims. Termites don’t really like MDF (or most reconstituted wood) because the high glue content makes it strange to eat. It is a counter intuitive thing, but you are actually better off buying the solid timber trim that termites are quick to eat. That way when they do attack your home, they’ll quickly be eating where they are easily detected. With tasty timber trims, you have a good chance of finding the damage quickly (like when your vacuum cleaner leaves a dent). That way there isn’t time for a lot of concealed damage to happen where you can detect the termites and have them dealt with.
You want all the timber that’s easy to see or bump to be just about as susceptible to termites as is possible. All the stuff that’s deep in the walls can be resistant, but not the other way around. Termites often eat MDF only a tiny bit while completely wrecking the normal timber behind it and it just makes their activity much harder to find. MDF looks smooth and paints well, but a clear coat over timber is much prettier and it doesn’t add a lot to the cost, well not compared to its early-warning value. Just think of it as another part of your termite management defences.
Oddly, some lower grade MDF is readily eaten. I mostly see this as the backboard in flat-pack kitchen cupboards.