I’m also experiencing this issue. It seems to only occur when the hostname is changing (e.g. to or from www). I currently have to disable these rules because it is breaking lots of links.
I reached out to Cloudflare support for help as this really stumped me. They shared some useful information which I’ve reposted below in case anyone else runs into a similar problem.
From Cloudflare support
(A) To redirect a subpath of www to the same subpath of the root domain, create a normal page rule with the following arguments:
Thanks for posting this. Did they suggest that the original problem is a known issue that they are working on fixing, or was the “Redirecting www to domain apex” guide produced in error?
I did ask this but didn’t get an answer. Bulk redirects doesn’t seem to work in the way I was expecting. I’ve suggested some improvements to that doc and I might see if I can submit these as a PR to the doc as it really threw me.