They do have the CDN proxy too. Not sure when it was implemented though.
It's a similar process to Cloudflare. Point the NS to them and enable the proxy for a domain or subdomain.
When I tried it last year, their edge compute infra was just not there yet. It could not do any meaningful server-side rendering because of code size, compute and JS standard constraints.
Has this situation changed?
You can also create a standalone pull zone and point your existing DNS provider to the CNAME they give you.
(don't use CNAME flattening with DNS-routed CDNs like Bunny though, if you must use an apex domain then use the CDNs integrated nameservers)