Agree, I think most web devs should already know this, I am just surprised it's not a popular topic of discussion.
Also, the common argument for this technique that CDN lets you cache content so that users don't have to re download it every time. But I think it could also be done at the HTML level by precising a hash value of the file that we want to integrate (I stopped web dev for a few years I don't know if that has been added to HTML ?)