And this would be a reason to use a trusted CDN location for serving your jQuery library.
http://zoompf.com/blog/2010/01/should-you-use-javascript-lib... http://statichtml.com/2011/google-ajax-libraries-caching.htm...
tl;dr: the URLs are too fragmented to get cache hits for commonly used shared libraries, so you end up having to do a DNS lookup and download them over a cold TCP/HTTP connection. This is slower than simply serving the 20-30KB of data directly from you own site.
Update even more recent stats from 2013. The Html5 boiler plate project decided against shared JavaScript CDNs: https://github.com/h5bp/html5-boilerplate/pull/1327
No. If you jump to the end of the long discussion, the last comment says:
I'm sure there will be a similar discussion in the near future (especially as things such as SPDY / HTTP 2.0 get more traction), but for the time being, we'll stick with the CDN.