Dnsmasq/stubby: validation cdnjs.cloudflare.com is BOGUS

I setup DNSSEC (dnsmasq with stubby) and got several websites that are not working anymore, because cdnjs.cloudflare.com does not resolve properly. Disabling Adblock did not help, but what I noticed is the following messages in the log. According to those, the name should resolve, but pinging cdnjs.cloudflare.com fails with Unknown host. Did I misconfigure something?

query[A] cdnjs.cloudflare.com from X.X.X.X
forwarded cdnjs.cloudflare.com to 127.0.0.1
validation cdnjs.cloudflare.com is BOGUS
reply cdnjs.cloudflare.com is 104.17.65.4
reply cdnjs.cloudflare.com is 104.17.64.4

It all works if I add the following entry to /etc/config/dhcp

list server '/cdnjs.cloudflare.com/9.9.9.9'

This domain is excluded from adblock

grep cdnjs.cloudflare.com adb_list.overall 
server=/cdnjs.cloudflare.com/#