Yes, but they can be trivially blocked or discarded. My main point is that no advanced fingerprinting tactics can be used so the simple means work in the case of most site-breaking things. Privacy Badger eats CDN cookies - that's actually one of its main features, so it will prevent this kind of thing quite nicely without breaking websites.
Privacy badger also blocks referrers to those sites - having only a connecting IP and asking for a copy of jquery isn't exactly privacy breaching in my eyes. Could be any one of many sites that wants it. Not much they can do with that information.