Auth0 subdomain

We have our auth0 setup to use custom domain: auth.mycompany.com
Everything is working fine and we use multiple applications in auth0 tenant.

But when user directly goes to https://auth.mycompany.com (without any params) then user gets redirected to mycompany.com and mycompany.com isn’t resolvable since we don’t have anything there. So it results in NXDOMAIN.