結論

spring stopを実行して、もう一度rails cでコンソールを立ち上げるとOK

$ spring stop
$ rails c

問題が起きた時の状態

.envファイル

.env

AUTH0_DOMAIN=https://XXXXXXXXXXXXX/
AUTH0_IDENTIFIER=https://XXXXXXXXXXXXXXX

$ rails c
Running via Spring preloader in process 19140
Loading development environment (Rails 6.0.4)
irb(main):001:0>  ENV['AUTH0_DOMAIN']
=> nil

spring stopを実行

$ spring stop

$ rails c
Running via Spring preloader in process 19270
Loading development environment (Rails 6.0.4)
irb(main):001:0> ENV["AUTH0_IDENTIFIER"]
=> "https://XXXXXXXXXXXXXXX"

ちゃんと読み込めた