Is there any security gain from doing that?
With a signature, you could specify "include cdn.com/jquery-X if signed by the JQuery project", so JQuery could publish security updates and those could be rolled out to the CDNs and included in all pages automatically, without the siteowners having to make changes (if the security fix doesn't break compatibility).
For your own content, you'd mostly gain the convenience of not having to update the hashes on all the pages including the resource.
TL;DR:
* hash: need to compromise the main website, that supplies (and authenticates) the hash
* signature by CDN: attacker can either compromise the main website OR <del>the third party CDN</del> <ins>author/signer of the third-party resource</ins>
(edit: correction as pointed out by response)
Thanks for the downmods.
It would seem more desirable to be able to point to a specific version, instead of allowing a third party to be able to insert implicitly trusted code without acknowledgement.