Add site without existing DNS

I have registered a new .au domain (I would normally use Cloudflare Registrar, but it doesn’t support .au domains) but I have not yet set up DNS for it. I want to use Cloudflare for DNS, right from the start. But Cloudflare isn’t letting me add the site, saying that it’s “not a registered domain”.

I’m sure that if I set up DNS with my registrar, then I’d be able to add the site in Cloudflare. But then my first order of business would be to move DNS from my registrar into Cloudflare. How inefficient!

Why isn’t there a way to add a site to Cloudflare and start the DNS from scratch? I’m trying to understand why Cloudflare is designed this way.

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