Workers require you to use CF as a domain registry? Where is that written and what possible reason do they give for it? That's quite an imposition.
(will they accept a delegated subdomain?)
I don't see how it's "intrinsic to how CF works" that they need to host your DNS records, especially when they don't require it on more expensive plans.
That being said, I don't mind them hosting my DNS records, but it would have been nice if they supported importing zone files from Azure DNS.