If you don't do this, the third-party cookie blocking that strict Enhanced Tracking Protection enables will completely destroy your ability to access websites hosted behind CloudFlare, because it is impossible for CloudFlare to know that you have solved the CAPTCHA.
This is what causes the infinite CAPTCHA loops. It doesn't matter how many of them you solve, Firefox won't let CloudFlare make a note that you have solved it, and then when it reloads the page you obviously must have just tried to load the page again without solving it.
This sounds like "we only save hashed minutiae of your biometrics"
Your assumption is that anyone at cloudflare cares. But guess what, it's a self fulfilling prophecy of a bot being blocked, because not a single process in the UX/UI allows any real user to complain about it, and therefore all blocked humans must also be bots.
Just pointing out the flaw of bot blocking in general, because you seem to be absolutely unaware of it. Success rate of bot blocking is always 100%, and never less, because that would imply actually realizing that your tech does nothing, really.
Statistically, the ones really using bots can bypass it easily.
Eg. Anubis here works fine for me, completely out-classing the CF interstitial page with its simplicity.