One reason is that by linking to external libraries your browser most likely has them cached. At least it was the case a few years ago when I was doing web dev.
A few extra ms in initial download isn't so bad compared to having your site be completely inaccessible for reasons outside your control.
[0] https://developer.mozilla.org/en-US/docs/Web/Security/Subres...
Or would you do something in the browser to fetch the local one in case of failure?
[0]: https://hacks.mozilla.org/2017/01/using-immutable-caching-to...