Not force CDN usage

We are trying to use the Tag Manager in our site and the script cannot be loaded because we have some privacy policies about the scripts that can be fetched from the site.

We allow already scripts under XYZ.matomo.cloud (XYZ being the name of the company) to be downloaded so the normal matomo js script https://XYZ.matomo.cloud/matomo.js can be downloaded

However for tag manager the url https://XYZ.matomo.cloud/container_ABC.js does not exist (404 error)

I’m wondering why some script exist under https://XYZ.matomo.cloud but others not:

[EXIST ?] 
[YES] https://cdn.matomo.cloud/XYZ.matomo.cloud/matomo.js
[YES] https://XYZ.matomo.cloud/matomo.js`

[YES] https://cdn.matomo.cloud/XYZ.matomo.cloud/container_ABC.js
[ NO] https://XYZ.matomo.cloud/container_ABC.js

Why we are forcing for Tag Manager to use CDN?