I’ve been having the same problem for the last month or so myself. I found that if I check the “unsuccessful file transfer queue” from the CDN area of the plugin, it will show lots of “Object already exists” errors. If I clear this queue, suddenly the posts use the CDN images instead of the local ones.
In case it matters, here’s my setup:
“Minified using disk
Page Caching using disk (enhanced) (user is logged in)
Database Caching using disk (user is logged in)
Content Delivery Network via Amazon Web Services”