Matomo Cloud includes a CDN for fast JavaScript tracking file delivery no matter where you are located. This can speed up the tracking and reduce page load time.
If someone selected *.innocraft.cloud or .matomo.cloud or entered a self hosted domain that matches these, then ideally it would load the matomo.js JavaScript tracker file via CDN. For example, if the domain is example.matomo.cloud, then it should load the CDN matomo.js from cdn.matomo.cloud/example.matomo.cloud/matomo.js.
A working example is: https://cdn.matomo.cloud/web.matomo.cloud/matomo.js . This works for everyone on the Matomo Cloud.
There's no data logged or stored on the CDN, and it's also no privacy concern as eg if you are in Europe, it won't use a CDN server from outside Europe meaning no data is sent outside the EU. Also generally DPA's generally consider CDNs as necessary. Meaning there should be only benefits from using the CDN.