When the "right way" is harder than the "wrong way", you are guaranteed to get things done the "wrong way".
CDNs are used, because not using CDNs is made unnecessarily hard.
Want a local version locked copy? Select one of the dozen mutually incompatible package managers. Then select one of the dozen buggy and slow mutually incompatibile build systems. Then rewrite your app for CJS or ESM depending on the library, because ESM was made purposefully incompatible.
Want to use a CDN? Copy and paste this one line in your HTML.