This https://example.com is a custom namespace, that’s relevant if you want to use custom claims to add to an ID or access tokens.
Note this info and the reason behind it:
You can add custom claims, but they must conform to a namespaced format to avoid possible collisions with standard OIDC claims.
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Any non-Auth0 HTTP or HTTPS URL can be used as a namespace identifier, and any number of namespaces can be used. The namespace URL does not have to point to an actual resource, it’s only used as an identifier and will not be called by Auth0.