Cloudflare Tunnels only support exposing what mostly amounts to HTTP-based services. If you're using other protocols for e.g. a game server, or something else, it won't fly unless you are also running the WARP client locally.
Even within HTTP services, (a) your TLS will not be end to end, so you have to be happy for Cloudflare to see your data and (b) they don't like you to use up all their bandwidth with media streaming or other large files. Tunnel is a great service but there are certainly reasons not to use it.
