I recently changed the nameservers for my domain. I am hosting my website with namecheap. My domain therefore has nameservers as provided by namecheap hosting. I recently changed the nameservers from namecheap nameserver to ones given by Cloudflare.
I was execting the website to go offline and Cloudflare somehow provide me with a new cpanel maybe. But my website at namecheap is still up and functioning.
When you added your domain to Cloudflare it scanned your Namecheap nameservers and imported whatever it could / knew about. That includes your main hosting records, so it basically just mirrored your previous nameservers and now still points to your Namecheap hosting.