It's 2015, though, not 1996. If you seriously can't afford to send your visitor a few-dozen-kilobyte file once in a blue moon (because you do have far-future expire dates, right?), you've got bigger problems than CDN'ing your jQuery is going to solve.
If you're serving megabytes of JS such that that is enough to matter... no, it's still true, if that's not sustainable you've got bigger problems than a CDN is going to solve. Even on very JS-heavy sites, the amount of your bandwidth taken up by JS shouldn't be that large on a properly-configured site. (Yes, I can construct some rare exceptions... you've got a demo site for WebGL and your average viewer hits you once with no cache, grabs megabytes of JS and textures, then moves on never to return. But they are rare, even if you can construct them in your head.)
If you're serving megabytes of JS such that that is enough to matter... no, it's still true, if that's not sustainable you've got bigger problems than a CDN is going to solve. Even on very JS-heavy sites, the amount of your bandwidth taken up by JS shouldn't be that large on a properly-configured site. (Yes, I can construct some rare exceptions... you've got a demo site for WebGL and your average viewer hits you once with no cache, grabs megabytes of JS and textures, then moves on never to return. But they are rare, even if you can construct them in your head.)