Greetings,
You should use alias records to point your DNS zone apex to Azure CDN endpoints. If your domain DNS provider does not support alias record for root domain, you could optionally to host your domain in Azure DNS.
In the Azure DNS zone, you could create an alias record like this,
After the records are verified, you could add the hostname in the custom domain of your CDN endpoint.
Alternatively, you could try the workaround in this blog.
If you would like to provide a feedback on this feature then I would recommend you to up-vote this feature here in this Azure feedback section.
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