Have seen traffic to domains on free plan routed to datacenters much further way than it should in the past, depending on how loaded CF DCs are and peering arrangements between visitor's ISP and CF. Higher tier plans may improve routing but there is no guarantee unless it uses Argo (there is a tester for that here).
The only reason I use CF is to get around CGNAT using CF Tunnels without having to pay for and manage a nearby VPS.
RE: IMPORTANT - Changing my HiveEngine links!