Hi,
NinjaFirewall works on your server and gives your more options, feature and control than a cloud-based WAF.
For instance, File Guard + File Check features, privilege escalation detection, events notification, many more individual options to customize your blog security, better privacy (your data is not routed through a third-party company’s servers), possibility to prepend your own PHP code to the firewall (.htnija file) etc.
In addition, since you are posting on this forum, you are likely using the free version of NinjaFirewall which does not cost you anything. Correct me if I’m wrong, but it seems to me that Cloudflare’s WAF is not available in the free version of their service.