The rationale is that CD's can be burnt read-only, and therefore are not as dangerous as USB devices (the BadUSB is stored in the USB firmware and so could perhaps provide false reports of the contents of the USB storage to a request from file explorer software).
So you devise a transaction on your online machine, burn the unsigned transaction to a CD-ROM, open the unsigned transaction on your offline machine using Armory, sign it, burn the signed transaction to a CD-ROM, open the signed transaction on your online machine using Armory, broadcast.
That's great, thank you!
Armory should include this tip on their website!