When people talk about serving jQuery, or J. Random JavaScript library, from a CDN it means the specific version of jQuery (or whatever) that they're using. There's literally no guarantee that the specific version you need will be in any given user's browser cache, and this is exacerbated if you loading multiple libraries from a CDN, or from different CDNs. If your CDNs serve files with low latency then it may not be a big problem, but not all CDNs do. Slow responding CDNs will slow your page loads down, not the reverse.
Moreover, if you're serving over HTTP2/SPDY there's even less likely to be a benefit to using a CDN. Again, it's something you need to measure.
One area where a CDN (e.g., Cloudflare) can benefit you is by serving all your static content to offer users a low-latency experience regardless of where they are in the world, but that's rather a different matter from serving half a dozen libraries from half a dozen different CDNs.
