I'm not following - even manually inserting script tags to mount the component is better than relying on another site like this to bundle it.
Not to mention you can use multiple different versions of react with this.
Just as an example, I was trying to add this simple PinField to my wordpress page and it will break if you try to mount: https://www.npmjs.com/package/react-pin-field
I'd think that would be a pretty big sign that React might not be the right tool for the job. I'm all for building custom hammers but sometimes it might just be better to just grab a screwdriver.