CDN External images not working

[LuisFX]

I am having problems serving images from a CDN.

Steps to reproduce (with standard installation):

docker-compose up -d
$ docker exec -it <container_name> install-magento
set CDN under: stores > configuration > web > Base URL for User Media Files > http://example.com/
import a simple product with a sample image: s01.jpg (only the file name of the jpg), with the assumption that the cdn has the images in the root of the site.

the database shows: /s//s01.jpg (notice the extra /s//)
the product page shows: http://example.com/pub/media/catalog/product/cache/f073062f50e48eb0f0998593e568d857/s/_/s01.jpg

I expected product page to show: http://example.com/s01.jpg