AMP Error: External stylesheets are not supported

I have recently experienced all my AMP version of website with this error by Google Search Console. The error indicate the CSS stylesheet is actually hosted on my CDN: cdn.example.com/xxxxxxxx.css

As soon as I disable the CDN, the problem disappears. Now I do not know it is actually somethign wrong with use of CDN, or it is a problem with AMPforWP. Without a CDN, my desktop version of website is very slow. I have also contacted Bunny CDN for this problem, and they said they were unable to find any problem with their stored files within my Pull Zone. And I really doubted the problem is the use of CDN. Can you please check why this is happening?
FYI: I also use WP Rocket to do the caching.
Thank you very much