That does sort of sound like Cloudflare is pulling the shenanigans. It's awfully convenient for a CDN company (the same company that MITMs half the web) to cite privacy concerns to not pass through data to enable better request routing. In almost all cases the DNS lookup precedes a connection from the client anyway.
When the RFC refers to a query being refused, it's talking about a response with rcode=REFUSED. Archive.is is responding with rcode=NOERROR and bogus RR data. Shenanigans? Yes. RFC violation? No.