What you have to understand is that having an immich instance on the internet is only a security vulnerability if immich itself has a vulnerability in it. Obviously, this is a big if, so if you want to protect against this scenario, you need to make sure only you can access this instance, and you have a few options here that don't involve 3rd parties like cloudflare. You can make it listen only on the local network, and then use ssh port tunneling, or you can set up a vpn.
Cloudflare has been spamming the internet with "burglars are burgling in the neighbourhood, do you have burglar alarms" articles, youtube is also full of this.