It's a security matter more than a performance matter, although improved performance is a nice side effect.
For assets served from a third party (a CDN), you don't want to send cookies that might include secrets (a session cookie that could allow access to a user's account for example).
You can trust that a third party won't intentionally log or make use of any sensitive information in cookies but you can't guarantee it. Best not to send it at all.
For assets served from a third party (a CDN), you don't want to send cookies that might include secrets (a session cookie that could allow access to a user's account for example).
You can trust that a third party won't intentionally log or make use of any sensitive information in cookies but you can't guarantee it. Best not to send it at all.