I imagine that would be correct, yeah. If you don't specify to cache something, it shouldn't be cached. If a proxy out there still caches it, I'd consider it broken.
From memory, if something has no caching headers PageSpeed Service will treat it as
Cache-Control: public, max-age=600
Combined with serving html as uncacheable, this is a pragmatic and functional way of dealing with the many sites that haven't put much (any) thought into caching.
Ah, interesting. Thanks for noting this. Something I'll keep in mind if we ever look at the PageSpeed service. I'm actually not certain if Cloudflare is doing something similar for pages with no headers set.