Cloudflare is not a shortcut for the speed of light in this case. You load static assets/video streams/whatever from CDNs. Things that contain sensitive content like account pages, messages, etc should go directly to the server since that is exactly what cloudflare will do as well.
CDNs still provide a better experience by having faster open connections to the origin, local TLS termination, security/DDOS/WAF protections, and more.
