Apex domains cannot have CNAME records.
Question and response
Question
dig msidentity.com. NS
Answer
msidentity.com. 5 NS eur2.akam.net.
msidentity.com. 5 NS ns2-39.azure-dns.net.
msidentity.com. 5 NS usw1.akam.net.
msidentity.com. 5 NS ns3-39.azure-dns.org.
msidentity.com. 5 NS use2.akam.net.
msidentity.com. 5 NS ns1-39.azure-dns.com.
msidentity.com. 5 NS ns4-39.azure-dns.info.
msidentity.com. 5 NS ns1-169.akam.net.
Authority
The response has no authority records.
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0