Does CNAME flattening work on free account?

I started using Cloudflare because my DNS provider couldn’t provide me with ANAME or ALIAS records.
I want to set up a DNS record to point to my app on Heroku but as my DNS provider doesn’t support A records I must point change my DNS provider. So I found Cloudflare and they have CNAME flattening, yay!?.

I’ve configured the CNAME which now points to <omitted>.herokudns.com and serves the site using www subdomain.
I also added a Cloudflare CNAME entry for the same URL with my apex domain. They enabled the flattening and both DNS entries have the orange cloud.

So what doesn’t work is the last step that I described. Cloudflare’s CNAME flattening.
It says that everything is set up correctly and even diagnostics center says it’s correct (https://www.cloudflare.com/diagnostic-center/).

But when I run dig www.<my domain> then I get these (those are Heroku’s IPs):

www.<omitted>.		300	IN	A	172.67.208.146
www.<omitted>.		300	IN	A	104.27.143.71
www.<omitted>.		300	IN	A	104.27.142.71

And when I run dig <my domain> then I get no A entries at all:

;<omitted>.			IN	A

When I look at the payment plans of Cloudflare they tell that “CNAME set-up compatibility” is possible from $200 plan which would be an overkill for me. Is this why it doesn’t work? Is this what this compatibility means?

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