TFA says "Azure website" so I don't know what specific resource type it's referring to. At least with CDN Endpoints, Azure forces you to delete the CNAME record

TFA says "Azure website" so I don't know what specific resource type it's referring to. At least with CDN Endpoints, Azure forces you to delete the CNAME record before you can delete the CDN Endpoint. They made that change a year or two ago IIRC, presumably to stop you from making this exact mistake.