Sharepoint CDN Compatibility with Custom Domain Names in Azure Tenant

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Hi, I was reading the document for Office 365 CDN: And it states: •The Office 365 CDN does not currently support tenants configured with custom or "vanity" domains. If you have added a domain to any component in your Office 365 tenant using the instructions in the topic Add a domain to Office 365, the Office 365 CDN will return errors when you try to access content from the CDN. I was wondering if other CDN options share this limitation. If not, which is the best one to use if we want to maintain our custom domain names? Thanks
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The Office 365 CDN seems to work fine in our tenant, and we have multiple custom domains added. Perhaps I am misunderstanding something, but the note doesn't seem to be accurate...