In #1560, we discussed the reasons that core libraries like CKEditor should be bundled with core, and not be dependent on an external CDN. That keeps our sites from depending on many different systems to be available and accessible to function properly.
As stated by @quicksketch in #462:
Shared CDN library loading is a bit of a double-edged sword.
However, since there could be some major performance gains from using CDNs to host libraries, it seems reasonable for us to be able to support that functionality as a core feature. It could be as simple as a checkbox on the Performance config page saying "Use CDNs to deliver libraries when available", or something more complicated which lets a site owner select both the source and version for each library.