As an anecdotal data point I tried using the 1.1.1.3 filtered DNS at home (I have kids) but lots of services (in particular twitter and GitHub) were much slower than my ISPs filtered DNS server so I stopped using it.
I think cloudflare are losing some or all of the Geolocation info. Some DNS resolvers use your IP to work out which is the closest server to you and send you there. If cloudflare is doing the resolution for you then they are using cloudflare's IP not yours. I suspect cloudflare do the query with a server near you, but how near is the question?
In theory BGP anycast shouldn't be susceptible to this but I don't think all geo friendly stuff is done with it.