They mean something much more like "you are communicating with a machine authorized to respond on this domain by the owner of that domain". There is no obligation that the machine in question belongs to the domain owner. So when you delegated the (sub-)domain to GitHub, you also delegated the ability to generate at least low-class SSL certs to verify that delegation is correct and authorized and that HTTPS is legal.
What's important is that nobody can get that authorization without your delegation. And even with Let's Encrypt, you should find you can't just stroll out and get a certificate for any domain you choose. At some point you have to have control of the domain itself to get a cert.
(This is also why I have no problem with anything Cloudflare does with a certificate. There is no reason that they can't be shared with an authorized delegate by the domain owner. What matters is that CloudFlare can't do it without authorization, and if the owner wishes to revoke that delegation they have a clear path and CloudFlare can't do anything about it.[1] Cert delegation happens all the time, though; everyone running their HTTPS website off a hosted VM image is delegating the actual HTTPS-ing to the VM host, for instance.)
The tricky bit here is that you did not fully understand what you were authorizing when you delegated the domain to GitHub. No criticism intended, this is complicated business. It somehow needs to be fixed but heck if I know how.
[1]: In this case, note that CloudFlare may have a valid cert for your domain for a while after you leave, but when people check DNS to find where your domain is, they'll connect to you rather than CloudFlare. This is not a CloudFlare-specific issue, it would apply to GitHub here or any other delegate. The fundamental gap here is that domain delegation has no temporal component and SSL certificates do; an impedance mismatch is inevitable. In theory you ought to be able to revoke their certificate but that's a shipping container loaded with cans of worms.