I wasn't aware that a single DNS lookup was that expensive. Aren't they frequently cached? And with more people using cdnjs, there's a better chance the DNS entry as well as the assets might already be cached, leading to an even greater performance gain.
When you say "all these misc CDNs" you're talking about just one, CDNjs, right?
I suppose the CDN could host other assets if it made sense. But I can't think of any other assets with the type of commonality that JavaScript libs have.