I would be sceptical with a such page rule, that has the very first character as an asterisk, as it should also be matching https://, and create thereby have the potential of creating a redirect loop.
That said, -
The fact that www works, sounds like you have created the proper AAAA, A or CNAME record(s) for the www subdomain.
This one typically means that you haven’t created the proper AAAA or A record(s) for the naked domain itself.