I'm not sure, but we're seeing this specifically with _dmarc CNAMEing to '.hosted.dmarc-report.com' together with a TXT record type, also see this discussion users asking for this at deSEC: https://talk.desec.io/t/cannot-create-cname-and-txt-record-f...

My main point was however that it's really not okay that CloudFlare allows setting up other record types (e.g. TXT, but basically any) next to a CNAME.