Yeah... I fully agree and observe the same behavior here.It looks like I can add my Apple ID (which is on my custom domain) with no issues, but on a few secondary domains that I've used as temporary Apple IDs in the past, I get the "There was a problem with adding this email address. Please try again later." message. I've tried this with a few addresses, and each Apple ID in question has either been closed down (properly, using the procedure on the website), or moved to a different email address.
I'm observing the same behaviour as others; if the address has somehow been linked to an Apple ID in the past, you can't add it. This doesn't seem to cause a problem for your current Apple ID though.
I wonder if this is by design or will be changed / possible to have those "dead addresses" somehow be removed so that they can be used for the custom domain again.