Previously, this has been known as a performant way of including libraries. Often the browsers would have cached the same library from another website using the same CDN service, and often CDN services are exceptionally good at matching the right server location with the user, to deliver the files quickly.
The thing is the benefits of using a third party CDN doesn’t outweigh the risks.
If the CDN is having slowdowns, you might have critical assets not being delivered fast enough, and then I’m not considering the possibility of the service breaking down, or simply shutting down.
Since HTTPS is now more or less a standard, you force the browser to start a new connection just to get the certificate of the third-party service.
And the benefit of having the browser already cached the asset, is pretty much a myth. In addition to that, Safari has stopped caching cross domain requests for privacy reasons.
So, there is no reason NOT to self-host your static assets anymore, at least if you care for the stability and speed of your site.