The Internet is connected via IPs [numbers].
DNS resolves [friendly] names to those [routing] numbers.
CNAMEs merely reroute one name to another name.
[but ALL names must be resolved to an IP before anyone can connect to them]
When you type: "https://www.example.com/"
The first thing needed is the IP of that name.
If the name is CNAMEd, then that "other name" must be resolved to an IP.
[www.example.com cname auth.example.org]
If the "other name" has an IP, then you will try to connect "https://www.example.com" to the IP of "auth.example.org" (not to the other name)]
If the "other name" has no IP, then you can't connect to "https://www.example.com" - it has no IP.