I've looked into cdnjs... It doesn't really seem like a good idea implementing it in the core.
It doesn't have all versions, if it ever had some of the jQuery versions XenForo has required over the years, not all of them are there now which leads me to believe they only host a subset of the most recent versions of things. I can see comments from people saying even current stuff like bootstrap is out of date.
Seems like a good concept for a service for a company to provide, but very poorly implemented.
Besides, if all they do is host the JS file on CloudFlare, couldn't you just use CloudFlare?