Couldn't the CDN redirect to a closer node if DNS doesn't bring the user to an optimal pop?
I'm pretty sure we're talking about an HTTP protocol so a 302 redirect ought to work, and it seems like that would give the CDN way more control than trying to distribute traffic using a cached and not reliably localized DNS mechanism.
Edit: foobarbazetc has a good point, but it still feels like the CDN has reasonable ways to work around and do a better job of selecting the correct pop than DNS. Adding a layer of subdomains which force locality (us-ny.host.com) would keep urls readable & virtual hosts intact.