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Usually, but not always.  Say you used something like Cloudflare R2 (a drop-in replacement for AWS S3).  You don't have to use alternate sub-domains for serving that content (say for example you didn't want people knowing you were using AWS for whatever reason, having those images prepended with something like https://s3.eu-west-2.amazonaws.com might not be an option).  There may also be GDPR ramifications in some case where fetching images in that way is disclosing things like IP and user agent of your end-users to a third party (AWS).  What you can do in that case is use Cloudflare Workers where you are intercepting the HTTP request to your domain, and doing the backend API calls at that point and serving them directly without an alternate sub-domain.  Again, it's not the way everyone does it, but some do.

[URL unfurl="true"]https://developers.cloudflare.com/r2/data-access/workers-api/workers-api-usage/[/URL]

Doing it with something like AWS sub-domains, is effectively doing the same thing on the backend, just without YOU needing to make the API calls, rather AWS doing it for you seamlessly (but ultimately a API calls are being made to read your bucket/object).