The current guidelines for themes prohibit the use of CDNs to load assets due to privacy/tracking concerns. The only exception to that rule is Google-Fonts.
Historically, google-fonts have been used as a way for themes to provide more appealing typography options. They are widely used and though there were always privacy & tracking concerns, we could not remove the exception until we had a viable alternative for theme-authors.
To that end, the Themes Team has built an easy-to-use implementation that themes can start using and you can get it on our GitHub repository.
The intention is to remove the