I'll repeat myself. "I think very few websites allow one person to embed arbitrary scripts that will be shown to another person." This is not happening as a result of you using an image host. No scripts are involved there. This is not happening as a result of the site using a CDN. No user triggered that load of jQuery.
It's fine to load jQuery from a specific server that you trust. It's also fine to load ads from the ad network's server, as long as they are policing uploads properly. The problem is they usually don't.