Cloudflare's proxy violates HTTP/1.1, and they don't care
community.cloudflare.com
community.cloudflare.com
Poster made their valid point about vary headers & Cloudflare responded stating it isn't a bug and it is their intended behavior.
Forum poster continues along the lines of, "I want to use this service but this service needs to conform to the specification and nothing less."
They're not matching the specification, they're aware and they admit it. Move providers if you require this or run your own.
It’s basically a very big hammer that (a) would massively increase the load on both Cloudflare’s cache and the backing server, and (b) almost never does what the server owner actually wants (which is usually “send a different variant on this page to IE users”).