Wouldn't this then make it trivial for you to spin up a separate host, do some git wizardry to clone everything from your local copy to that separate host, edit the CNAME, and redirect away from the Microsoft-provided hosting with no issues?
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I mean, yes that's literally the idea, but you do see why it's not happening?
Yes. I 100% understand why GitHub (and now Microsoft, as well as every other platform) is incentivized to be evil. FWIW, I'd even pay for the CNAME support, as they are then a hosting company, but I also understand why they make more money in aggregate off of all of the locked-in users than they would from the random people who would pay for it to not be evil. I will say: my conclusion is that no one should ever be using GitHub.
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I mean, yes that's literally the idea, but you do see why it's not happening?