Apex domains cannot have CNAME records.
Question and response
Question
dig mail.protection.office365.us. NS
Answer
mail.protection.office365.us. 4 NS ns1-proddns.glbdns.protection.office365.us.
mail.protection.office365.us. 4 NS ns2-proddns.glbdns.protection.office365.us.
Authority
The response has no authority records.
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0