[josephcsible]

tl;dr: There used to be a performance advantage when multiple sites loaded common resources from the same place, since it would often already be cached. But cross-domain caching could be used to violate your privacy, so browsers don't do it anymore, which nullifies that advantage.

[XCSme]

But that's not the main point of CDNs, their main advantage is to off-load resource requests to servers close to the user and avoiding serving huge amounts of static data from your own server. They also offer numerous other advantages (DDOS protection, hiding your server IP, etc.), but also come at a privacy cost and risk of data centralization (a good % of internet traffic goes through Cloudflare for example).