Cloudflare doesn't magically put itself between you and the website. They're like the NRA/gun manufacturer, they build the tools, the usage is Up to the websites. And most of the web admins are lazy or not knowledgeable or just smart to not want to deal with negative stuff that comes with hosting a website. So the question is, does the website you are visiting respect its users? Irony is some of the most popular, "file download" sites use cloudflare to protect themselves from scraping and spam too.