The valuable proposition of a CDN is to improve load times by decreasing latency via geographically distributed servers. HTTP2 doesn't diminish this value.
CloudFront's extra features like keeping the open persistent connection is used for faster requests to the origin and faster edge server cache invalidation. HTTP2's multiplexing would actually help a CDN, since it decreases the load and number of incoming requests for static assets to the edge servers. CDN's are largely paid by bandwidth, and the edges are going to be delivering the same about of content regardless of whether it is transmitted using HTTP1 or HTTP2 (minus a tiny about due to the response header compression feature of HTTP2). So using HTTP2 will reduce there costs while allowing them to charge the same amount (or more make more money if the CDN offers it as an "accelerator service").
In short, HTTP2 is not a competitor to CDN's, even CDN's with fancy "extra" features, because the primary value prop of a CDN is decreasing latency.