As I understand, when you perform a query that doesn't filter by one primary key, you perform a cross-partition query. For this to be executed, the query is sent to all physical partitions of your CDB collection, executed in parallel in each of them, and then returned.
As you scale to tens of thousands of requests per second, that means that each of the tens of thousands of requests is executed on each physical partition.
Does this mean that eventually each partition will reach its limit of requests per second it can serve, and horizontal scaling will no longer give any benefit? Because for every new physical partition CDB adds, it will need to serve all requests coming in, so it's not adding new throughout capacity, only storage.
The downstream implication being that even if at a small scale you're ok with incurring the increased RU cost for cross-partition queries, to truly be able to scale indefinitely your data model should ensure queries hit only one partition (possibly by denormalizing it).