If you used a popular version of jQuery then you could reference it from a public CDN URL, and if a user had recently visited another site that used the same version of jQuery from the same CDN then it would load instantly, straight from their cache. This can be problematic for public CDN usage because loading resources from a 3rd party leaks information: that the user is loading that 3rd party resource whilst on your site. By using a cache directly in front of your site, you gain the same caching, content distribution and performance benefits of public CDNs, while keeping mitigations available for the possible downsides.