One reason would be that the browser will cache them if they are used in multiple sites, so loading will be much faster on subsequent sites using the same resources. Another might be that such resources load faster off a CDN than your own server.
Edit: here's the ToS: https://developers.google.com/speed/libraries/terms If you believe Google, they're not collecting anything.
My tests show local resources consistently loading faster than making a link to Google. These are supposed to be cached but thing like fonts are always loaded again. Anyone can repeat this for themselves.
I tried, they came from the disk cache.