Same here. I have a multisite network with 3 subsites. After activating the Cloudflare extension on the Network level, I am able to go to any of the subsites and authorie the respective zone for the first one I try. And on that subsite, everything works fine.
The problem is when I try to do the same on a second subsite, it ask me for the key and allows me to select a zone, but uppon selecting it the page refreshes as if nothing happened, with no zone selected. Another problem is that when I try to empty the caches on subsites where cloudflare coudn’t be properly authorized, I’m prompted with an error message.
This problem seems to be laying around for quite some time, as pointed by @fkone nearly a year ago, would be nice to see a fix soon.