In short, yes, Affilimate is compatible with the Ezoic CDN. Adding the Ezoic CDN will make your site load the Affilimate snippet slightly later than it would if it were served directly. However, this additional delay will not be perceivable to your readers, since Affilimate's snippet is already designed this way.
Ezoic is a popular provider of ads for independent content publishers. One of the features they offer with the goal of helping publishers improve their site speed is to serve their site through the Ezoic CDN.
When you enable the Ezoic CDN, you'll notice that your Affilimate snippet is no longer served like this:
<script src="//snippet.affilimate.io" data-am-token="abc123"></script>
But instead looks like this:
<script src="https://sf.ezoiccdn.com/ezossp/?url=https%3A%2F%2Fsnippet.affilimate.io%3Fscrex%3D1%26sxcb%3D1" data-am-token="abc123" ez-screx="true"></script>
While there is nothing that will be faster than serving the Affilimate snippet directly from us (our snippet is extremely fast and served by its own global CDN), you will usually lose minimal data by serving it through a 3rd party CDN.
The only possibility is that someone may close your site before the Affilimate script has ever been loaded, owing to the slight added delay.