The thing we're discussing here is whether jquery.js is stored on my server with the rest of my website, or some other third party server. I'm not sure how the things you've said above apply to this discussion?
You implied that the security cost for hosting on your server was actually lower, because you weren't as much of a target. My reply was an attempt to point out to you at a technical level why that was a specious argument; your servers are likely being scanned by the same botnets that are scanning mine with automated exploit attempts against old and vulnerable software, and common errors in securing a server.
It's going to be far easier and cheaper for them to take a shotgun-scanner approach against a large class of average systems than to apply manual, concerted effort against a small set of high-value targets like CDN nodes.
The cost to the attacker to attack your system with automated tools is near nil. They'll attack, and if they get in, that's gravy. Using "we're not a target" as a security model makes about as much sense as putting an unpatched Windows box in your home router's DMZ.
We're only talking about moving one of my files from my current website to an entirely different third party service over which I have no control...
Do you not understand this? Spreading my website over multiple services controlled by multiple people decreases the security... Obviously...
With that misunderstanding corrected, I believe you're generally correct on the security argument. There's still some plausible variation in terms of server security policy and implementation of things like intrusion detection, (Is it safer to keep all your money in your home, or is it safer to keep most of it in a safe deposit box in a bank?) but that's not the key problem I thought I noticed in your argument, and not one worth devoting energy into.