CFA permanently stores your provided OTPs alongside the request, there is no real technical reason for this we could easily wipe them after the request has been obtained and at some point we might. While CFA is still in preview we keep it around for debugging purposes. To explain how this doesn't make your OTP secret less secure I'd like to refer you to the original OTP RFC.
Assuming an adversary is able to observe numerous protocol exchanges and collect sequences of successful authentication values. This adversary, trying to build a function F to generate HOTP values based on his observations, will not have a significant advantage over a random guess.
Basically, you can have as many examples of OTPs for a given secret as you want and it won't make it any easier for an attacker to guess a valid OTP.