It doesn't really matter if they're doing that for this purpose, though. Cloudflare (or any other AS) has no fine control of where your packets to their anycast IPs will actually go. A given server's response packets will only go to one of their PoPs. It's just that which one will depend on server location and network configuration (and could change at any time). Even if multiple of their PoPs tried to fetch forward from the same server, all but one would be unable to maintain a TCP connection without tunneling shenanigans.

Tunneling shenanigans are fine for ACKs, but it's inefficient and therefore pretty unlikely that they are doing this for ingress object traffic.