Truthfully, even if it worked (not sure if it does since I've never enabled it), Rocket Loader is a terrible idea for use with XenForo.
The whole premise of Rocket Loader is that CloudFlare is going to go in and rewrite how your JavaScript works on your site because you think CloudFlare can do a better job at optimizing JavaScript in your application (XenForo) better than XenForo developers can.
It's just a really bad idea. If you want to change something with how you load JavaScript, do it yourself so you have an understanding of what you are doing. Don't rely on Rocket Loader to understand your application better than the application developers.
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Rocket Loader probably isn't as great as you are hoping for XenForo. For starters, there's nothing magic about it... it can't somehow make JavaScript load better/faster than a good developer can do on their own. It's really more a "patch" of sorts for poorly designed websites where site owners don't know how (or can't) fix their issues on their own. If you look at XenForo's page source, JavaScript files are already loading at the end of the page, so asyncing them isn't going to do much of anything because they are already the last thing to load (nothing to block at that point). Again, Rocket Loader is intended as a patch for poorly designed frameworks/websites (which XenForo isn't).