The NRF transceivers are awesome as they employ a very useful burst mode. Load up a buffer, and fire it away. When receiving, CRC check, and raise a flag that good data is there to read.
It is not however like the ESP8266 which includes the wifi stack.
THE NRF transceivers could be used in Arduino to collect data from an external wireless sensor, but the protocol would be application specific and thus not very likely to be supported by Cayenne.
Another cool thing about the NRF is that it can be used in raw mode, thus you can even feed it a raw encrypted telemetry stream and it will happily Gaussian shape it to fit the channel and send it on to your receiver.
One could conceivably use this library, http://tmrh20.github.io/RF24/RPi.html to create multiple transceiver pairs going through a single hub connected to an ethernet shield, with the business end each running the Cayenne library and a unique token, but the ESP8266 does it better.