The Mender server utilizes S3 API to generate a presigned Object URL, and this URL is provided to the client.
As far as I know there is no configuration option to tell the client to use a cloudfrount URL, but it is also unclear to me if it even would work with presigned Object URLs if there was.
Unfortunately, Mender will always try to inject the bucket name in the URL, either in the hostname or the path segment of the URL depending on the value of the DEPLOYMENTS_AWS_FORCE_PATH_STYLE config option.
Although I haven’t tried it myself, you could try to use path-style URL and setup a redirect rule for your bucket that strips the bucket name from the key prefix. I’m not sure how Cloudfront will deal with the redirect though.