I haven't done as much research about CloudFlare. I generally appreciate their views on privacy and the internet, but I have heard some really sketchy things about the way they route traffic and what you're describing sounds worrisome for sure!
I find it extremely hard to be an ethical consumer these days and honestly just get burnt out learning about all the horrible things people and companies with lots of money get away with, so I need to pace myself and take it in manageable doses. I will spend some time learning about Cloudflare this year.