Subdomains are separate domains, and you put www.cloudflarechallenge.com in your hosts, so when going to the domain without the www subdomain your entry in the

Subdomains are separate domains, and you put www.cloudflarechallenge.com in your hosts, so when going to the domain without the www subdomain your entry in the hosts is not used. Either go to https://www.cloudflarechallenge.com https://www.cloudflarechallenge.com or remove the www subdomain from your hosts entry.