saves me bandwidth, using a CDN increases the odds people will already have it cached, it's a font file so security concerns amount to exactly two things -- jack and shit, and jack left town.
Thus the paranoid whackjob BS you hear about "remote files" mostly being garbage made up by people not qualified to flap their yap about websites.
And if I really cared and/or didn't trust it, that's what the CSP and cross-origin policy exists for.
There's a lot of paranoid nonsense out there right now about things like CDN's. Goes hand in hand with the gibberish about how "dangerous" Google fonts are; a literal recreation of the "wah wah teh evil corporation" bullshit we saw with anything M$ introduced into CSS decades before the W3C made them official... like webfonts, break-word, etc.