If DNSSEC is part of your security model, you want local validation. Not relying on third party resolver that you don't have a contract with.
Beyond that, DNS has the AD bit. If you need DNSSEC secure data (for example for the TLSA record), then when Cloudflare turns off DNSSEC validation, the AD bit will be clear and things will stop working.
Beyond that, DNS has the AD bit. If you need DNSSEC secure data (for example for the TLSA record), then when Cloudflare turns off DNSSEC validation, the AD bit will be clear and things will stop working.