Will my site be automatically indexed, or search ranking affected based on my use (or non use) of the Google/MSFT CDN?
My clients will be sending them the referrer header which I may or may not want included in search results.
If you don't want your URLs indexed in search engines then use a robots.txt file.
If you don't want your URLs accessible by a random person who knows it exists, then use authentication.
If you don't want a random person to know that your URL exists, then don't put it on the Internet. If it's on the Internet then you have to consider that anyone could find it.