This post seems to be hinting that this is potential security issue, but I'm not sure how it would be. All I can imagine this buying you is the ability to serve

This post seems to be hinting that this is potential security issue, but I'm not sure how it would be. All I can imagine this buying you is the ability to serve JS from someone else's domain, but the domain JS is served from doesn't change its security privileges; that's based on the domain of the HTML file the JS is included in.