I figured out how to host my first Unity WebGL game on Cloudflare Pages instead of using the Unity Play for hosting. It is a small game, so if the game files become larger than 25 MB this will no longer be an option. I found that I needed to use the Unity Decompression Fallback option under, Edit > Project Settings > Player > WebGL tab > Publishing Settings > (check) Decompression Fallback.
The nice part about this versus using the Unity Play is that now I can embed this game directly in my other Cloudflare Pages website. You can see it here if you are interested: cof.cfive.dev