Out of curiosity, what makes an IP “weird”? If you can connect with it to the server, then it is a valid IP, there’s nothing weird about it. If it’s not a valid IP, your TCP connection will never complete.
It is perfectly legal to use proxies to use the Internet (well, in most of the world…), and using one does not necessarily say one is trying to abuse. Granted, if it’s a public proxy, it may attract more abuse, and Cloudflare’s anomalies detection may be more sensitive to what’s coming from there, but if they can filter at the client level that your behavior is something they consider good/not abusive (and they can, there’s a CF cookie that I imagine they use just for that - to keep reputation per client session, despite IP) - they may even let you pass from the proxy IP, and block someone else.
My opinion, of course. As in “how would I have designed it, if I were to build a Cloudflare-like service”. I do not work for Cloudflare.