Domain does not show up in zero trust dashboard

I have two domains. Both were registered on another registrar.

One was transferred (changed registrar) last year to Cloudflare and shows in zero trust dashboard. The second one has its DNS controlled by Cloudflare and does not show up in zero trust. I can manage all DNS related tasks in Cloudflare.

My question: Does the domain registration has to be in Cloudflare to be able to use zero trust features?

Thank you.