For HTTP/2 it's a lot better to have fewer domains since they download in parallel as you say. I think the only advantage of hosting jQuery from a shared place would be caching between servers. CloudFlare already acts as a CDN for your static files.
Wouldn't caching be a big thing for libraries like jQuery? Its highly-likely that jQuery was used by one of the other most recent sites a user visited... why not still take advantage of the fact jQuery may be cached locally?
But perhaps not as likely that one of those sites had exactly the same version of jQuery.
Because most browser caches are insanely small and really eager to evict stuff, especially on mobile phones.