You can't just "turn off CDN" on the modern internet. You'd instantly DDOS your customers' origins. They're not provisioned to handle it, and even if they were the size of the pipe going to them isn't. The modern internet is built around the expectation that everything is distributed via CDN. Some more "traditional" websites would probably be fine.
If you are DO you could, you just decided not to bother. They control the origins it's spaces (s3), so they could absolutely spin up further gateways or a cache layer and then turn the CDN off.
You outsource it because clouflare have more locations than you so offer lower latency and can offer it at a cost that's cheaper or the same price as doing it yourself.
