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They apparently have a [webgui] “certificate wizard” that will generate the certificate and corresponding private key for you.Any company doing that deserves to have their decision makers crucified, head down, on the outer wall of the town church, with the nails hammered through their genitals.
If you didn't create the private key yourself, by definition it's not private. If generating CRSs and handling the certificates is too difficult, then feed improvements upstream. And yes, I know how horrible openssl's UI is for dealing with anything other than CN based certs. It's awful enough for those, an absolutely atrocious for pretty much anything else.
For the record, CN has been deprecated in certificates since ~2000 (RFC 2818), and practically obsoleted since 2011 (RFC 6125). Regardless of all this, I have dealt (in 2017) with parties who don't understand SAN over CN, and have even had their software stacks blow up when I provide a cert with SANs only, and no CN.