Comment by icebraining

The thing is, the server sends a real response, it's just not the same response as it sends to other recursive resolvers.

Imagine it's HTTP, and the site sent a 404 to your proxy, but you knew it generally sent a 200 to other proxies, what should you do? Send the 404, or override it with your own status code? Cloudflare is saying they are not OK with overriding codes.