So if my understanding is correct then I think there might be a bug here:
When an image has a lightbox built when cooking a post, it seems that the non CDN URL is used, since when an image is ok to display without lightbox then the CDN is used. If anything it would be better the other way around, as in the multiple images in posts in the main topic is exactly the thing that would benefit from the CDN.
If my understanding of the feature is correct then I can try to figure out a pull request fix, but if it’s not then I need someone on the Discourse team like @codinghorror to take a look and let me know where I misunderstand the intention of this bit. Cheers!