Speaking entirely for myself, I find Cloudflare’s addition of a top-of-zone tracking cookie to be appalling behaviour. I thought they were one of the good guys, but this… not so much.
With my Discourse hat on, I’ve made the necessary changes to have avatars.discourse.org served via an alternate CDN (MaxCDN). I’ve verified that the responses now come back with no cookies whatsoever. If anyone sees any issues, or even if the Privacy Badger problems don’t abate, please respond in this topic.