problem with email and apple id

Hi everyone. 3 years ago i created an apple id with my e-mail address ending with @live.com. So i received a new e-mail address ending with @me.com, and then apple replaced them with @icloud.com. Now i'd like to change my apple id ( @live.com) with the @icloud.com because the older email address doesn't exist anymore ( i don't know why ). However it says that i can change the apple id but it must not use a domain owned by apple. What can i do? Many people have an apple id with @icloud, why i can't change it?