This limitation is due to the way DNS works. Usually with CF for SaaS, you get a CNAME record that your customers point to. CNAME cannot be put on the apex usually. Apex proxying give you some IP addresses that your customers can point to. Having said that, if your customers are on Cloudflare they can create the CNAME record on the apex, since CF will then flatten it, so you do not need apex proxying. Other DNS providers also might allow this