It isn't just the network load. If you are on a small device the RAM use is not entirely insignificant.
The CPU load too, though I think the use of animation/video in adverts is more of a problem in that respect than the overhead of using jQuery instead of modern DOM APIs directly.
Even just considering network load, you need to be careful about the cache control headers that you send to ensure that all common browsers will cache content (see http://blog.httpwatch.com/2011/01/28/top-7-myths-about-https... amongst other references) and you have to be careful not to accidentally indicate that it is OK to cache something sensitive (which is why some servers send blanked "don't cache" headers for HTTPS responses unless explicitly ordered otherwise, it is the safest default).