Last year, Cloudflare announced[0] a product called Cloudflare Access[1] which solves the same problem as VPN, not sure if it can be used as a replacement of VPN totally.
The marginal cost to Cloudflare for the extra engineering, compute, and bandwidth is lower than it would be for many other organizations, and it's good marketing for the things they actually make money on.
Actually it's provide them much more than just marketing. They'll be only one company to know detailed information about client connection quality, they'll able to optimize routes for their CDN even more. It's crucial competitive edge for their primary service.
That's a really good point, they'll be able to place VPN endpoints near their CDN endpoints and minimize additional latency, while still knowing the client's original IP for filtering, analytics, and providing geography based views. There's value added for both the VPN users and Cloudflare clients.
