> they inserted themselves

I am unaware of such a capability of Cloudflare.

I believe it is the site administrators who have inserted Cloudflare in between their sites and their users.

Usually it is done for rational reasons of establishing a protection against bots. But what is less rational, in my opinion, is when everyone uses the same provider for that.

Because it indirectly turns Cloudflare into a monopoly. And monopolies often converge to a state when they start to abuse their position.