-- THIS WORKS:

WITH a AS
     (SELECT 1 AS u, 2 AS v, k AS w),
     b AS
     (SELECT 4 AS x, 5 AS y, 6 AS z)
SELECT u, z
FROM a CROSS JOIN b
;

-- WHY NOT THIS? (I ONLY added one NEW line at the END.)

WITH a AS
     (SELECT 1 AS u, 2 AS v, k AS w),
     b AS
     (SELECT 4 AS x, 5 AS y, 6 AS z)
SELECT u, z
FROM a CROSS JOIN b
FROM (SELECT 3 AS k) name;