Funnily enough, I use Cloudflare Warp at work, and it breaks my site for what I think are DNS related reasons. Maybe there are some more exotic DNS keys that I need to add.
Or I could go back to IPv4 with dynamic DNS, but that would mean changing domain registrars.
NS record for domains usually can be pointed at someone else than the registrar it's on, just fine(unless DNS infra of either one or both goes down). That's entirely separate to registrar transfer.
I'm not saying that I couldn't fire up Cloudflare Warp, but I think it's a legit issue for average users [0]?
[0] https://xkcd.com/2501/