Apex domains cannot have CNAME records.
Question and response
Question
dig glbdns.protection.office365.us. NS
Answer
glbdns.protection.office365.us. 5 NS ns2-37.azuregov-dns.us.
glbdns.protection.office365.us. 5 NS ns3-37.azuregov-dns.us.
glbdns.protection.office365.us. 5 NS ns4-37.azuregov-dns.us.
glbdns.protection.office365.us. 5 NS ns1-37.azuregov-dns.us.
Authority
The response has no authority records.
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0