It's not a threat.

Most websites don't use CAA records at all. The records can only narrow what CAs are acceptable down from the end user's root trust store, they can't add new CAs to it. And CloudFlare is typically in charge of managing its customers' certificates, so they add CAA records for their own CAs.

If you don't trust CF to manage your certs, you are not in their target market and generally should not use their products.

https://developers.cloudflare.com/ssl/reference/certificate-...