Some don't like them on ideological grounds (centralization of a sizable portion of the internet), some don't like how Cloudflare can make your browsing experience miserable if you use TOR or turn on Firefox's anti-fingerprinting features (and Cloudflare is s major part of the reason these features are off by default)
I don't like Cloudflare skirting the responsibility of a hosting provider by claiming to be a neutral third party similar to an ISP instead of a company paid by their customers to distribute their content on the web.
Also them not taking a stance on housing despicable stuff like KF that literally bully people to their deaths.