spf.protection.outlook.com has no CNAME records.
Question and response
Question
dig spf.protection.outlook.com. NS
Answer
The response has no answer records.
Authority
protection.outlook.com. 80 SOA ns1-35.azure-dns.com. hostmaster.o365filtering.com. 2024081305 10800 3600 604800 120
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0