I agree with this - Cloudflare's pricing and function is clear here, and it seems perfectly reasonable and expected to have a cutoff size that they don't cache at the edge. I get the OP was pissed about a big bill and felt like lashing out, but it's unfair to complain about Cloudflare when they've done nothing wrong.
Anything the cache doesn’t have, causes a cache miss, which passes it through.
So when you request the large file, the CDN (cache) doesn’t have it, so it immediately passes through to the original source. The details of how this is implemented don’t really matter in the sense that they are not going to host the large file(s) in the CDN, so they will always fall through.
What's not stated here, and the OP learned, is that requests for larger files are always passed through directly.
https://support.cloudflare.com/hc/en-us/articles/200172516-U....