Apex domains cannot have CNAME records.
Question and response
Question
dig mailgun.net. NS
Answer
mailgun.net. 4 NS ns-937.awsdns-53.net.
mailgun.net. 4 NS ns-1619.awsdns-10.co.uk.
mailgun.net. 4 NS ns-330.awsdns-41.com.
mailgun.net. 4 NS ns-1447.awsdns-52.org.
Authority
The response has no authority records.
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0