Of course you can just not do that, and then problem solved. Historically there is some performance benefit of using a separate CDN, as browsers would share th

Of course you can just not do that, and then problem solved. Historically there is some performance benefit of using a separate CDN, as browsers would share the cache. However modern browsers do not do that. I suppose in theory the CDN might be geo-distributed to be very close to your user, however it seems like the latency of opening a second connection (esp. In http/2 world) would likely outweigh that unless your web server is really bad.