Apex domains cannot have CNAME records.
Question and response
Question
dig protection.office365.us. NS
Answer
protection.office365.us. 5 NS ns2-35.azuregov-dns.us.
protection.office365.us. 5 NS ns4-35.azuregov-dns.us.
protection.office365.us. 5 NS ns1-35.azuregov-dns.us.
protection.office365.us. 5 NS ns3-35.azuregov-dns.us.
Authority
The response has no authority records.
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0