They do actually give you the ability to make this totally secure. They mentioned in the post that they will provide instructions on how to install a CloudFlare certificate on your server - this will allow CloudFlare to communicate securely with your server as it attempts to cache your content.

Then when the user makes the request to CloudFlare, they return the content that they received over SSL, on an SSL connection. It's like magic.

CloudFlare just made a HGUE impact on the internet, IMO.