Wordfence logs a block when it receives a non‑200 response from the server. Cloudflare serves a JavaScript or CAPTCHA challenge before the request reaches WordPress, so Wordfence records the challenge page as a blocked entry.
The plugin treats any 403 or 503 response as a block, therefore the Live Traffic view displays “Blocked – Cloudflare challenge page returned”. The site continues to load for visitors because the challenge is resolved by the browser, but the log entry remains.