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"I'm sad about this change ... from the perspective of someone who really likes small independent sites"

Honestly, this is for the best. jQuery and other JS/CSS CDNs need to go away. They never (ever) made good on their promise: using them doesn't really increase the hitrate of those resources. This is true for a few reasons:

1. Fragmentation. There are so many versions of the common libraries -- and variations of those versions -- that it's unlikely that a visitor to your site has loaded your particular reference resource from another site.

2. Local cache is surprisingly ineffectual for users that don't show up to your site regularly. Browsers have gotten really good at knowing what they ought to cache based on what sites that user is going to. Local cache is also pretty small and resources get pushed out pretty quickly -- especially as sites grow in size and users visit more sites every day. Unless somebody is visiting your site often, it's likely that local cache won't last more than a few hours.

3. HTTP/2 nearly eliminates the need to host assets on separate domains. HTTP/1.x had a limitation to the number of connections per host it would allow. If your site had a lot of small resources this could be a huge bottleneck, so we moved our resources to multiple domains to increase the number of connections. H2 is a single connection per host that allows for multiple resources to be sent at the same time. This massively increases performance, regardless of how many resources are being requested. In fact, it's faster in H2-times to consolidate your resources instead of spreading them out.

TL;DR-- Local cache isn't what it's cracked up to be. jQuery and other CDNs aren't worth much anymore. Consolidate your resources behind a single domain and CDN and get even faster.