I think this is a false choice. If CDNs were simply caching the content in various geographic regions to keep the data closer to the users, and thus loading quickly, then that'd be fine. But in my observation, that's not what they've become.

It seems that increasingly more often, I have to enable javascript from numerous third party sites just to get some or all of the supposed first party content of the page to even render at all. And then all this extra JS ends up slowing my browser down, IMO, cancelling any improvement in load time from having a geographically close cache. Then there's other annoyances, like the alignment of the text, pictures, and other content suddenly shifting about, because the font has changed, or the JS from one CDN finally finished processing and decided that, no, actually, pictures should go over there.

My needs and wants from a page are rather simple. Render your content, then kindly get out of my way and let me take in the message you are trying to communicate to me. Attempting to import distracting fanciness from CDNs is more likely to cause me to skip your site than an extra 100ms of load time because I'm in Germany and you're in Canada.

On an unrelated note, it looks like I might be taken by another archive binge here soon.