It still bothers me that my Slack domain is https://workplace.slack.com instead of https://slack.workplace.com. The enplatformification of the internet has affected the corporates as well as universities.
If you use your own domain, that should equal self-hosting. Using another domain than your company's does not mean it can't be self-hosted, but it is a strong signal. And AFAIK, Slack does not offer anything like redirecting to on-prem instances from slack.com.
And conversely, there is no way to self-host Slack, right? Which was gp's point.
Plenty of SASS solutions take the CNAME approach.
e.g. add *.ext.workplace.com