Files not cached using Falcon

I love this plug in. For example, I like receiving emails about updates and such. And I noticed an increase in my sites’ pagespeed using falcon.

The problem is, when I run diagnostic tools they often say I have static content that is not cached, like images. How can that be? I have noticed these tools making other errors not related to Wordfence, so maybe the tool is flawed.

I just don’t understand cache-ing exactly. I have read here that you don’t recommend using two cache plugins at the same time. And I don’t want to stop using falcon.

Is it possible that Wordfence is not cache-ing some things like images?

http://www.miragelimo.com/

https://ww.wp.xz.cn/plugins/wordfence/