That is because the TGV trains from CDG go to Lyon, then you back track on a slow TER train to Beaune.
Faster, as well as cheaper and more frequent would be to take the RER (one easy change from the B to the A at Les Halles) to Gare de Lyon, then a TGV to Dijon, then a TER train the short way to Beaune.
Tickets for that would be 40 EUR per person (bought as soon as for sale) plus about 11 EUR for the RER to Gare de Lyon. It is 2 1/2 hours from Gare de Lyon to Beaune.
PS, be aware that it can be risky to buy advance nonrefundable train tickets on your day of arrival at CDG because your flight could be late arriving and/or delay getting through immigration.