Apex domains cannot have CNAME records.
Question and response
Question
dig eastus2.cloudapp.azure.com. NS
Answer
eastus2.cloudapp.azure.com. 5 NS ns4-06.azure-dns.info.
eastus2.cloudapp.azure.com. 5 NS ns1-06.azure-dns.com.
eastus2.cloudapp.azure.com. 5 NS ns2-06.azure-dns.net.
eastus2.cloudapp.azure.com. 5 NS ns3-06.azure-dns.org.
Authority
The response has no authority records.
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0