One reason would be that the browser will cache them if they are used in multiple sites, so loading will be much faster on subsequent sites using the same resources. Another might be that such resources load faster off a CDN than your own server.
Value to whom? The site loads faster (so people like it slightly better), it's easier to maintain (less files to serve and keep track of), all for the cost of something the site owners didn't pay for in the first place.
This is often repeated but without any data to back it up its a bit of a myth.
My tests show local resources consistently loading faster than making a link to Google. These are supposed to be cached but thing like fonts are always loaded again. Anyone can repeat this for themselves.
> Protects you against tracking through "free", centralized, content delivery. It prevents a lot of requests from reaching networks like Google Hosted Libraries, and serves local files to keep sites from breaking. Complements regular content blockers.
This is not cynical, it's realistic. After all, tracking users is closely tied to their main source of income. It is not a coincidence that most pages use Google Analytics.