I just wanted to give some counterpoints to some of your arguments:

Caching:
There's more of a chance of having already downloading a CDN/version combo than there is if every site hosted the content themselves. >1:1 for CDN/version combo vs 1:1 for self hosted. It doesn't really matter the ratio, as long as it is greater than 1.

Versioning:
This is an obvious design consideration choice when selecting current version vs explicit version. It's not really an argument against the use of CDNs but rather a suggestion that there are best practices for development and user experience.

Reliability
This is a problem whether using CDNs or not.
If something is self hosted and parts of your services service become inaccessible, then either your entire site is down or the experience is degraded. If a CDN is down, its likely that the outages are localised to specific regions, otherwise it wouldn't be a very good CDN. This means, only a portion of a sites users are effected. Likewise, it is an obvious architecture design consideration choice when selecting CDNs and how to handle and/or mitigate outages. Again, this isn't a reason not to use CDNs. What happens if one of your database servers goes down, or the worker services managing your background job queue goes down? Managing CDN outages is no different from managing any other part of your application. You're argument is just suggesting there are best practices to follow for development and user experience.

Privacy
This is your only valid point for not using a CDN.
However, you have overstated the risk.
The resource will be downloaded once, and cached locally. Therefore, the CDN can only track when the resource is being downloaded. If the CDN is working as intended, this should only ever happen once for each CDN/version combo. If the user navigates to 10 sites using the same CDN/version, the CDN provider will only see 1 of the 10 sites visited.

Security
As you have stated your self, security is well supported.
You're argument is just suggesting there are best practices to follow for development and user experience.