This.
It’s possible for to hide the section in the control panel to discourage people from using it. But that also means it’s impossible for people who are already using the Cloudflare integration to disable it.
I personally wouldn’t say it breaks your site. I would say it breaks everything except for your main site. It breaks email (sending and especially receiving), it breaks subdomains, it breaks custom DNS records, it breaks things which I can’t recall right now.
If you want to ever use your domain name for anything other than hosting a single website, avoid the control panel Cloudflare integration.