We’ve moved our primary domain to CF which we are using to manage it. We have a bunch of other domains registered historically elsewhere that would be tidy if brought into CF. It looks like CF expects transferred domains to be managed as if live websites in their own right rather than only to forward to our primary domain.
is that right? If so, I will leave them where they are which seems a shame.
No . You don’t need to have a website running on an external server to be able to use your domain with Cloudflare.
Forwarding domains using Cloudflare is better than the forwarding offered by many registrars if for no other reason than the SSL support that others often lack.