The greatest benefit I derive from StackExchange is that asking the question forces me to state the problem in detail.
In this case, I through in the parenthetical “(Cloudfront)” solely for completeness, but then I thought, “Hey...”
Yes, turns out, when I set up the Cloudfront distribution for www (weeks ago) I specified the “alternative CNAME”, as “*....
Anyway, my question is, if specifying CAA for both the domain and www subdomain makes sense?
Not necessarily except if you really need that.
Why? Because CAA records cascade.
Per RFC 8659 section 3, if a system has to find out a CAA record for www.example.com, it tries this name first, and if no response found, it continues "climbing up the root" ...