Keeping DNS and CDN in one place avoids the slowest detour there is: the one where a name is resolved by one provider and the content served by another.
ns1, ns2 and ns3 are not on one machine nor with one provider: if an entire infrastructure goes down, your domain still resolves.
A, AAAA, CNAME, MX, TXT, SRV, CAA, NS. When you create a zone we propose the names almost everyone uses — www, mail, webmail, the mail records, DMARC — so you do not start from a blank sheet.
We add the CAA record for Let's Encrypt ourselves: it stops anyone else from obtaining a certificate for your domain.
Every A or CNAME record has an «through the CDN» switch. On, the name answers with the nodes' addresses; off, it answers with your server. Nothing to copy out, nothing to remember.
While a name is on the CDN, the nameservers check for themselves that a node answers before handing it out: a node that goes down leaves the rotation within about thirty seconds.
If you only need DNS — for a service that does not go through a cache, a remote desktop, an application that holds its connection open — you can point every record wherever you like and switch nothing on.