Why does Zero Trust not work without a DNS proxy?

Hello, my site should be with the original IP without the Cloudflare DNS proxy being turned on, but when the proxy is not turned on, the zero trust part of the access and the application does not work. I want to access the site only with my own IP, what should I do with proxy CDN off zero trust to work

Zero Trust as in the Access page where you have to login to access the page?