Modern browsers partition caches by site nowadays - at least, Chrome started doing it last year[0], and Firefox followed soon after I think [1]. That means there's no longer any caching benefit for multiple websites using jQuery - each site will download and cache it separately.
[0] https://developers.google.com/web/updates/2020/10/http-cache...
[1] https://developer.mozilla.org/en-US/docs/Web/Privacy/State_P...