Browsing an HTTP site that would otherwise have nothing to do with Cloudflare could end up becoming associated with you. That can happen if the data that CF has

Browsing an HTTP site that would otherwise have nothing to do with Cloudflare could end up becoming associated with you. That can happen if the data that CF has is matched with the data at Apple, either by Apple and CF themselves or the US government. The sites that already are MITM'd by Cloudflare are a different story. Cloudflare is going to know what IP address visited them at what time, and if you login with your personal email address, or if your personal phone number is shown in your account settings, then your identity is linked with some probability to that IP address+time. If you then browse a non-CF HTTP site, using Apple's proposed proxy, there would be the risk that your identity+IP address that CF knows become associated with using the HTTP site as well. If you don't use Apple's proxy at all, you connecting to a non-CF HTTP site would only be known by your ISP.