Apex domains cannot have CNAME records.
Question and response
Question
dig mailgun.org. NS
Answer
mailgun.org. 5 NS ns-1614.awsdns-09.co.uk.
mailgun.org. 5 NS ns-133.awsdns-16.com.
mailgun.org. 5 NS ns-586.awsdns-09.net.
mailgun.org. 5 NS ns-1482.awsdns-57.org.
Authority
The response has no authority records.
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0