I agree.
I've run some eCommerce sites before, we were PCI Tier 1, roughly 1% of web traffic: but nowhere _near_ the level of security Klarna should have; we had the CDN's activated only on subdomains... always.
Usually static.<site>.com or whatever..
This has the added benefit of not sending cookies to the CDN, because that can affect latency and is also a bit less secure because a static image/css/js does not need the cookie. (and bandwidth, before we were charged per byte (and that's egress now anyway in most cases, god I'm old.)).
If I had to venture a guess, they're probably scared of getting slammed with a DDoS so they "guard" everything behind the CDN, it's not about caching.
We got slammed with DDoS's too so we had to have systems in place to push BGP routes via verisign to "scrub" the traffic... we didn't even have that many "credits" and it cost millions...