Why no other sites bypass the CDN and go directly?

If you aren't prepared to do CDN changes on a whim when something like this happens, it's often better to wait for the problem to be resolved instead of making things worse for yourself due to misconfigurations, revealing your origin IPs, etc.

Can always improve the process for the next outage.

For sure, similar to other industries all changes come after big troubles like this. But would be interesting to heard about how them (paypal) deal with that

Also it takes time for DNS changes to propagate(some people hates this word but actually)

You need big infra and Crack teams of ops people, which paypal can't afford not to have.