Given that CDNs are used on many different sites, it's easy for people running CDNs to track other people around the internet.
There are also security issues: if you're referencing some JavaScript from a CDN, you're trusting the people running the CDN to actually serve the JavaScript you request.
There are also security issues: if you're referencing some JavaScript from a CDN, you're trusting the people running the CDN to actually serve the JavaScript you request.