I used to send all of my images and attachments through a CDN, representing several gig per day in usage, but also ran into a problem with not using enough to cover the minimum annual charge in one year - or have to pay too much in another year to cover overages.
Things got perplexing when I switched to LightSpeed, which would sometimes block my CDN as a potential attacker. There were ways around it, and the service provider did try to make adjustments, but their system couldn't deliver consistently.
Disabling attachments on the CDN did result in slightly longer delivery times for my AU users, but found that most of them were being delivered similar times anyway - because attachments weren't being pulled into the CDN for Australia until needed. The only benefit they realized was on motorcycle pics that were new and being viewed frequently.
When Lightspeed started implementing the newer technologies, and users couldn't tell a difference without the CDN during trial runs, I decided to move my CDN domain to Amazon's Cloudfront CDN service. Configured my XF theme to be the only part of my site using it, meaning that only my site's logo and theme graphics are being served from it. My CSS and JS is currently not on the CDN.
Today, my CDN costs are much lower. I may subscribe to a different CDN and serve all images from it again in the future, but things are working well now.
Hope this helps,