For some crazy reason they haven’t snatched it up yet. Atleast a domain seller website is saying it is free for pickings, if you want it.
Then again maybe their policy is to put everything as subdomain on cnn.com and make cnn.com their sole brand “if it’s not on cnn.com, it’s not that CNN”. Still i would have though they defensive register all relevant TLDs, even if they never ever use them.