Two of the things that this article calls out are security & privacy. It's worth keeping in mind that you can and should be using SRI when loading remote resources like this, which will go a long way to protect you. And, you can set attributes like referrerpolicy to ensure that privacy is maintained as much as possible.
(cdnjs, that I maintain and is referenced in the article, does both of these by default if you copy a script/link tag from our site.)