CDN wouldn't help much. These days browsers partition caches by origin, so if two different tools (running on different domains) fetch the same model from the CDN, the browser would download it twice.
Just like you wouldn't use same table in your system for all users in a multi tenant application.
Tadaaa! Tracking.
There's no such thing as non-sensitive content from a CDN though. Scripts are obviously sensitive, styles can be used to exfiltrate data through background-url directives, and anything like images has no benefit being cached across sites.
Fonts might be one exception, but I bet those are exploitable somehow.