On the first fricking pageload I got blocked and couldn't open it at all, no captcha shown. That's a success only insofar as you want to exclude random people who don't have a second person whose cookie state to copy

Also mind that not every request we make is malicious. A lot of it is also seeing what's even there, doing baseline requests, normal things. I didn't get the impression that I got blocked more on malicious requests than normal browsing at all (see also the part where a bot could go to town on a login form while my manual navigation was getting captchas)

Some websites will detect a Burp proxy and act accordingly. If you did your initial page load with any kind of integration like that, that's why the WAF may have blocked your request. I don't know exactly how they do it (my guess is fingerprinting the TLS handshake and TCP packet patterns), but I have seen several services do a great job at blocking any kind of analyzing proxy.

I hear you, but I find it suspicious. I mean CloudFront is used by over 10% of all CDN content online, and is used by Amazon itself.

It wouldn't just randomly block something.

It must be based on something no?