You don't actually attach the policy directly to the Cloud Run instance (or Compute Engine for that matter); rather, you need to create a Serverless NEG and then attach that Serverless NEG as a Backend Service to the Application Load Balancer. You will attach the Cloud Armor policy to the Backend Service object on the ALB. Keep in mind that you can configure your Cloud Run instance to not use a public end point and it will be restricted to communicate within GCP.