Astro is independent of Cloudflare and Workers; it can just output a bunch of flat html files you can do whatever you want with

Is EmDash built with static sites as a focus? I haven't found too much about it yet, I was assuming it does (or will) focus on server rendering with cloudflare caching when possible.

It isn't. This would be a plugin inside EmDash.

Are you referring to static vs SSR, or caching? I'd expect static vs SSR to be an Astro concern rather than an EmDash concern. If they didn't integrate at all with Cloudflare for caching out of the box that seems like a miss, though I could see it needing to be a separate plugin if they want to expose all the configurability possible.