Confirmed this problem as well.
The test button generates the error message even if the custom domain works perfectly fine from the MaxCDN side, and when I click Save All Settings, W3TC does begin using the custom domain regardless of the test button's error message. So at least I can use my CDN.
Incidentally, I can get 'Test passed' if I use the Temporary URL as provided in the Zone Configuration tab of the MaxCDN Pull Zone admin panel.