When the "right way" is harder than the "wrong way", you are guaranteed to get things done the "wrong way".
CDNs are used, because not using CDNs is made unnecessarily hard.
Want a local version locked copy? Select one of the dozen mutually incompatible package managers. Then select one of the dozen buggy and slow mutually incompatibile build systems. Then rewrite your app for CJS or ESM depending on the library, because ESM was made purposefully incompatible.
Want to use a CDN? Copy and paste this one line in your HTML.
For many assets yes, and it's something I do quite regularly.
But many assets (especially CSS) rely on relative files - and we have apparently collectively decided that directories or other bunches or files is somehow a totally different thing than a file and need fundamentaly different logic - so just using the CDN makes you not have to worry about this.
Yes, of course. I think he means all the to manage a big project's dependencies. For a small or static website, you could manage all of those manually.