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I highly doubt it’s actually anonymous. If it was, they wouldn’t be kicked off the app store. Google, and Facebook should also be kicked off the app store as they sell users usage behavior anonymously.
The company that owns it is also an ad intelligence / usage intelligence company.
Luna also bypassed apple’s restriction on stopping root privileges’ by forcing users to install it from a website instead.
Apparently, with a MITM proxy, and a root profile they can see whatever everything you do in plaintext. There are also other posts about this.
I don’t use Cloudflare. I’m very satisfied with NextDNS. Performance is good and the options/interface are very easy and intuitive. Try it. There’s a free plan (I’ve subscribed to “Pro” - I don’t think there is any difference in performance).