Cloudflare doesn’t use GeoDNS for their CDN, it’s all anycast. They have no use for EDNS for their own traffic. Honestly I don’t take any CDN that doesn’t operate on anycast seriously these days, the issues with GeoDNS are well established at this point and if your network operations can’t handle the complexity of an anycast deployment you’re probably dropping the ball on a lot of other fronts.
Have you ever built a CDN or anycast network? I have, many times.
Anycast isn't magic, and it can't be used in all situations. For example Akamai has 16 times as many POPs as Cloudflare does, and many of them reside within smaller ISPs where you might not be able to establish BGP sessions. Long running downloads and websockets are better served over unicast addresses. Not to mention you don't have a lot of knobs to fix things when anycast does go wrong and you have a network in the US sending your traffic to an EU POP because they have cheaper transit in Europe.
