Obviously nobody would confess a crime while returning a rental car. They'd return the car and leave. Then later the cops will stop by with a warrant and collect info/security footage.

If a bank manager went down to Hertz by themselves and demanded someone's information, they obviously wouldn't get very far. There are established legal processes to follow.

Just like the physical world, if you want to compel Cloudflare to identify one of their customers, you have to use the legal system.