I have never seen any website using Cloudflare ever display anything like this before therefore either it is a new addition on their system or they have not received reports of phishing on websites that I might have visited. This is a welcomed move from Cloudflare.

Even if these types of websites get reported they usually pop up again using another domain and wait for it to be shutdown before the cycle of them creating website starts again. Still, hopefully the scammers will eventually get tired and stop.