Separately to that, the communication between the user and your server when downloading your script is secured by your SSL. This can be secure even if example.com is not, so it should only be secure.
When you forgo SSL on your own server someone can also intercept your script in exactly the same way, they don't need to hack the website embedding your script. Now they are your consequences, your fault there's no SSL, and your problem may be affecting everyone who embedded your script insecurely.
It gives a false sense of security that doesn't exist.
Because the source page was served over http, the source page can be modified by an attacker, making the script be loaded under ssl makes you think its protected. But its not since an attacker could just modify the script tag to remove the https bit in transit then modify the script thats now being loaded over http.
Does it help much? No. Should you use it? Yes.
Who still has pages served over anything hit HTTPS?
Penalties for violations can be huge, as much as 20
million euros or 4% of the company's annual turnover.
More HTTPS == Better. If you can load this over HTTPS you should, no matter what circumstance. The browsers iconography will handle notifying people when the context is secure or not.