An SSL certificate is what lets a browser show a site as secure over HTTPS rather than plain, unencrypted HTTP. A certificate authority checks that you actually control the domain before issuing one, which is why it happens after a domain points at a host, not before.
Adding the DNS record is only step one. Until a certificate authority confirms the domain resolves to the right place and issues the certificate, the connection stays incomplete even with a correct record in place.
For why HTTPS lags a few minutes behind adding the record, and what to check if it does not arrive, see connect a domain you already own.