Or simpler, why do you need a CDN? It's rarely worth the additional work (setup + deployment) when most websites are not limited by bandwidth for assets.
What does the waterfall on that look like? You're probably talking about a web app that transfers 2.6mb to the user who only wants to read 78 bytes of text. And your primary concern is the markup on outbound networking? Don't design crap pages and outbound networking isn't a problem. Most of the data transfer is fluff nobody wants or needs anyway.
You built the website! Now you don't think it's worth sending to the user? Or did you maybe go overboard when you were adding things to it?
Their point stands: if you don't have a reason to use a CDN, don't use a CDN