Based on this there is a problem with the URL autoptimize assigns to it's own aggregated JS-files when using CDN. Now to make it really hard; it seems to work for some people and not for others (RK, but also the OP of this support thread).
I will do some more testing on my test-blog to try to reproduce the problem. If I can do that (reproduce the bug), then I'm pretty sure I'll be able to fix it. But reproducing might prove the hard part (as it does work for me). I'll keep you guys posted on progress.
In the mean time; I use WP Super Cache's CDN functionality myself, works like a charm ;-)