Why using A-record or CNAME? Why not just change DNS?

Hi,

My question is about Domain Mapping.

If I have a domain name somewhere and want to map it to a subsite inside a multisite network, you say I have to use a A-record.
Why not just change global DNS settings of the domain name?
Would it work? If so, wouldn't it be more simple? What are the differences?

Thanks!
Best Regards