I believe because any site that has an extension with more than four characters is detected as invalid.
Usually it's just badly coded apps/websites that only whitelisted some of the main domains e.g. most vanity domains don't make it through. Or sometimes there are apps/websites that purposely block your domain if the admins think it's too spammy or whatever.
If your current email provider allows you to use their own domains as an alias that's one way to sidestep the issue e.g. you'd end up with [something]@[youremailprovider].com --> [name]@[name].rocks
I have Fastmail & they have a ton of their own internal domains so that's one way I sidestep that issue. It's pretty common among most/all email providers when you bring your own domain e.g. pretty sure Proton can do the same thing. Once you have your own domain you can make up any [alias]@[yourdomain] you like or just use the provider's as a front facing alias [alias]@[youremailprovider] --> [anything]@[yourdomain].