Don't get me wrong, CDNs are very useful for hosting high-traffic sites. And if you are paying them money to host all your resources then you are effectively in control as far as the issue we are talking about in this thread.
My argument is that, for smaller sites, the received wisdom used to be that letting google (or whoever) host myspecalfont.wcf, or bigjavascriptlibrary.js, or whatever in their CDN was a good idea since it made your site load faster. This was certainly true, up to a point, but is less important now, due to the factors I listed.
Whether or not these factors make a difference to you is completely dependent on the details of your site.
