Try https://addons.mozilla.org/en-US/firefox/addon/policeman/, that will make it even more interesting and show you that _everyone_ is including jquery from Google.
As for including jquery from google, of course and for good reasons, even from the user's perspective. The main one, of course is that chances are that your browser already has it cached (from other site that uses it), so retrieving it and loading it is (almost) instant.
You can argue the other 85% doesn't have internet access or isn't your target audience. However, I run a site that's geared to the US market, it's entirely in English, and 12k of my registered users are from China (1.5%). If I included files from the Google CDN, I'd be losing 1.5% of my users due to one line of code.