It's loading from a 3rd party (with a 3rd-party HTTP request), but the script itself is run by the first party: scripts are owned by whichever page executes them, regardless of how that page conjured them up. That's why you can load jquery from a CDN without breaking lots of things, because jquery still "runs from" your domain, same as if it were hosted locally. Also a reason that you really need to trust the third-party host, because if you load malicious third-party JS, it runs from your domain.
Thanks, that's a neat little explanation and cleared a couple of things up for me :)
thanks for the cool explanation.
That really filled in a few blanks in my understanding of the web.