The site has to be deployed to the default gitlab.io domain. Also you will see on that same page but this section: GitLab Pages custom domains | GitLab that the DNS relies on a CNAME entry for your custom domain to point to your gitlab.io domain that Gitlab pages is using. Therefore it has to exist and be active, else your custom domain won’t work.
Is GitLab Pages DNS implemented significantly differently from Github pages in this regard? I have my personal tech blog hosted through Github pages, and if one were to try to go to my blog through its default jyscao.github.io URL, Github would automatically redirect it to my custom domain at https://jyscao.xyz
Is something like this not possible for GitLab Pages?