You're relying on every single local, national, and international ISP between client and server. In many places, at least one of those is going to be owned outright by a government that might take a keen interest in what bits it transports. You're also relying on a variety of DNS providers and other services.
The number of services that have to cooperate for you to use any given website is staggering. And they're all capricious and vulnerable to legal coercion.
I'm not aware of cases where a government has coerced someone like level3 to drop a peering relationship to an ISP in a foreign government or conduct BGP hijacking to take down a website under that governments jurisdiction.
Cloudflare is a significant risk for anyone pushing the boundaries of US laws in a different company.
For example, at one point a Pakistani ISP accidentally black-holed YouTube worldwide (briefly) through BGP while attempting to comply with a court ruling to block it.
The important distinction is that you're relying on a local ISP, not some company based in the jurisdiction of some foreign government (for everyone outside of the US like sci-hub).