For the same reason you chose to use a CDN instead of self-hosting in the first place. It takes away a lot of the complexity.
I'm not proxy'ing and HTTP caching typefaces but I used to URL-import JavaScript packages from a CDN. Availability as well as response latency at times were abysmal. I didn't want to give up on the comfort though. Now I'm just routing and HTTP caching requests to cdn.my-website.com to cdn.that-popular-provider.com
Availability is tied to the my-website.com's availability - which is great. And response latency went way down. And I didn't have to compromise on just dropping arbitrary JavaScript with arbitrary dependencies on the server without going through all the node and npm hassle first.
I'm not proxy'ing and HTTP caching typefaces but I used to URL-import JavaScript packages from a CDN. Availability as well as response latency at times were abysmal. I didn't want to give up on the comfort though. Now I'm just routing and HTTP caching requests to cdn.my-website.com to cdn.that-popular-provider.com
Availability is tied to the my-website.com's availability - which is great. And response latency went way down. And I didn't have to compromise on just dropping arbitrary JavaScript with arbitrary dependencies on the server without going through all the node and npm hassle first.
It's awesome.