Apex domains cannot have CNAME records.
Question and response
Question
dig centralus.cloudapp.azure.com. NS
Answer
centralus.cloudapp.azure.com. 5 NS ns3-201.azure-dns.org.
centralus.cloudapp.azure.com. 5 NS ns4-201.azure-dns.info.
centralus.cloudapp.azure.com. 5 NS ns1-201.azure-dns.com.
centralus.cloudapp.azure.com. 5 NS ns2-201.azure-dns.net.
Authority
The response has no authority records.
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0