It's normal for most smaller CDNs to not have their PoPs communicate, yes.

With larger CDNs you start to get hierarchical caches: https://trafficserver.readthedocs.org/en/5.3.x/admin/hierach...

The theory being that the PoP closest to the origin is the one responsible for going to the origin and thus that other PoPs will fetch cached items for the closest PoP to origin.

Nearly all of the very large CDNs support some degree of hierarchical caching, and the ones becoming large are gaining the capability.

At CloudFlare (where I work) the need for a hierarchical cache was low priority until we started to rapidly increase our global capacity... once you reach a certain scale then the need for some way to have PoPs not visit the origin more than once for an item becomes very important. You can be sure we're working on that (if you are an Enterprise customer you could contact sales to enquire about beta testing for it).

But right now, for us and many other providers, just enabling an nginx cache in front of any expensive resource will help. By "expensive", I generally mean anything that will trigger extra expenditure or processing when it could be cached.

Edit: Additionally, nearly every CDN is operating an LRU cache. You haven't bought storage and not everything you've ever stored is being held in cache. You only need a few bots (GoogleBot, Yandex, Baidu, etc) constantly spidering to be pulling the long tail of files from your backend S3 if you haven't got your own cache in front of it. Hierarchical caching isn't a silver bullet that takes care of all potential costs incurred, but having your own cache is.