Your host is using Cloudflare for the “www” record. Maybe you can disable this somewhere in your host’s control panel but that’s something you need to discuss with them as it is their integration and they are using Cloudflare.
The name would suggest it but as mentioned that’s something to clarify with your host. Cloudflare is not really involved here, respectively only through your host’s agreement.
What should Cloudflare do here? Your domain is not using them but uses your host’s nameservers and they pointed it to Cloudflare. I am afraid - as I mentioned - that’s something only your host can clarify and the screenshot you posted looks as if it was the right one. But again, something for your host.
You could ask them where Cloudflare would come in here. Except for the www record which they must have pointed towards Cloudflare, as they control your nameservers.
No worries, and yes, Cloudflare is involved through their integration but that’s something they control and you can’t do anything here or only whatever they offer.