I’m having the same problem.
CDN Type: Amazon CloudFront (Origin Pull / Mirror)
FSD CDN: NOT enabled.
I created the distribution and assets are being served, but there is an error at the top:
Content Delivery Network object support via?Amazon Cloudfront?is currently?enabled?and?not authorized. (This does not seem to be accurate.)
Content Delivery Network full-site-delivery support via?None?is currently?disabled?and?not authorized. (This is accurate.)