Membership 2 Pro: CDN and media protection

I am using the media protection add on for membership 2 pro. We just also recently chose to use CDN for the medias. However, it seems like those media that have the URL masking in place isn't calling from the cdn. We are facing some site speed issues with the plugin enabled, hence we thought of using CDN but it seems that the protected media won't come from the cdn even though it is in there. Please help.