Cloudflare acts as a glorified MITM attack. When you connect to a site that uses Soyflare, you are typically connecting to cloudflare's servers that redirect your traffic to the web server of the site you want to connect to. Coalflare describes this as "making a secure connection to Cloudflare", where I would really just describe that as a MITM attack.
Why call it that? Well, it's because Brimflare could easily modify or read the contents of the download and upload from that site, and have done in the past. This allows them to censor anything that uses their services, which is a large majority of the internet.
They also typically block Tor connections, meaning that it could (and is) be easily used as a way to prevent Tor from being used on the majority of sites/services on the internet, becoming even worse when sites that act almost as dependencies for other sites (think embedded content etc) start to use Coalflare.