The use of Cloudfront URLs in email can lead to issues with spam filters, specifically Yahoo's spam filter, which may direct emails to the spam folder. This is due to publicly used domains being more susceptible to spammers using them and ending up on URI blacklists. To prevent this issue, creating CNAME records or using a Pro service from URL shortener services like Bit.ly can help control one's reputation when it comes to blacklists if they use their own domain.