I had this problem.
Are you using W3 Total Cache... if so you should activate the Yoast SEO extension (presumably you use Yoast, and their sitemaps). You will find it at Performance -> Extensions in the W3 Total Cache admin area.
In addition, with the robots file in Maxcdn you should have something like:
User-agent: *
Disallow:/
Allow: /wp-content/
Allow: /wp-includes/
You will find this under the SEO settings of your Pull zone in MaxCDN. Make sure you have robots & canonical header ticked as well.
The W3 Total cache extension will sort all the sitemap problems with pointing to the right URL and canonical. There is no need to do anything manually as some of the articles suggest.