For the vast majority of websites that do not currently use SSL client certificates, the NSA could also connect to the site normally via CloudFlare, which will happily proxy arbitrary requests to the origin server because that's the whole point. If you want to secure data, any higher level authentication system (HTTP auth, your standard form based account systems) will still work. No?
Correct. If you want to keep the data private, any authentication system would be better than none. It would be nice to encrypt the data too, and provide non-repudiation, which is what a secure connection is for.
Most CDN setups i've seen have never bothered with any of this because they pass no private data; it's all static resources, mostly. Even if they did pass private data, they just use IP filtering and completely ignore mitm. Then they don't address client authentication because IP spoofing is, like, totally hard.