I just went and switched them to DNS only, they were on Proxy by default, that also should have been opt-in. Maybe I missed the option while switching the nameservers because I did it in a hurry but still.
I use them for my registrar, because they offer domains at cost and you can’t beat that. But yes, they make it an extra step to use them without using the CDN.
Once you figure it out, it is fairly straightforward, though, and you can’t beat the price.
The proxy is like 99% of why people use Cloudflare