Yea, nowadays GitHub Pages supports HTTPS with custom domains: blog.github.com/2018-05-01-github-...
DNS is really irrelevant to GitHub - you can handle it anywhere. I generally use e.g. Google Cloud Platform/Azure/AWS's DNS capabilities as they're super cheap and convenient.
And a CDN is probably not going to make a massive difference to your GitHub Pages -website - not sure what you're hosting though hehe.
Anyway, interesting to hear your reasoning.
You're right for most of the above points, I like cloudflare to do almost application level stuff (eg. domain redirect codewithhugo.com/the-step-by-step-...) and to be able to set caching policy for assets (GH pages doesn't allow that).
It's not crucial but it's been quite useful to get some stuff done.
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