Knowing whether or not your site is actually routing through Cloudflare can be helpful (you’d be surprised at the number of support requests where Cloudflare “isn’t working” and the issue is either the domain isn’t orange clouded or the user has an alternate DNS or host fie config which is pointed somewhere other than where public DNS is.
Also knowing if you are using IPv4 vs. v6 can be useful in troubleshooting. There really shouldn’t be a reason that Ipv6 routing (or v4)shouldn’t work, but occasionally an ISP will break something and that can be a helpful troubleshooting exercise. But most useful is probably the Ray ID and the colo one is connecting to. If there appears to be a problem for users in a specific region or a specific Ray ID can be provided to support to look through our logs that can help to isolate/debug an issue.
The IP provided is the IP of our proxy, not the origin IP so no information is leaked (that can easily be determined using DNS). And the location is the POP the user is connecting to. Since we use an anycast network we broadcast the same IP address for a site proxied through Cloudflare from each of our POPs. Users will connect to the POP closest to them and knowing what POP that is can be useful for troubleshooting/debugging.