That doesn't make it better, it makes it worse.
You’re on enclaves all the time. This is just a different one. Separate networks per class of traffic used to be de rigeur before Cloud. Now it’s all munged together.
It isn't about being in the enclave, it is having to keep track of what headers you set vs external. It is fragile and error prone and it will absolutely break someone else when there is a name collision.
All security exploits are a subset of bugs.
There’s probably a dozen things you can terminate at a boundary that would cost so much to run through the entire system that it would bankrupt a company.
And then there’s tracing, which also uses headers.
(Also sibling is right, I spaced on X-CF- being a header sent to CF customers’ servers. I don’t used cloudflare but cloudfront does the exact same thing)
The whole point is that a genuine user header should never conflict with a Cloudflare internal header, and a browser should never see an internal header.
If all internal headers were prefixed with X-CF-, you could strip them all via SIMD that had no knowledge of any specific header. Hell, you could probably do it on the NIC.
But even for workstations wired to a trusted LAN it still makes sense because you never know which of the various tunnels might assign and expose some IPv6 address to the internet.
For servers you might be able to make an exception if you have a vigilant IT and the people with admin access aren't actively trying to circumvent security, but even then that better not be your only layer of security.