That's true for commercial CDNs. However, these Javascript libraries are hosted on free (!) CDNs, such as those kindly provided by Google, Microsoft, etc.
Author here: my website isn't about Javascript in the first place, it's about compression.
I could have done something similar with PNGs, PDFs or ZIPs (same DEFLATE compression algorithm) but Javascript is much more widespread.
Scroll down to the bottom of each page (e.g. http://minime.stephan-brumme.com/jquery/2.2.0/ ). There you will find a comparison of the major non-DEFLATE algorithms, such as Brotli, RAR, 7z, xz, bzip2.
I clearly understand they don't want to waste hours on compression. But why don't they even achieve the level of a simple gzip -6 (default level) ?
Especially Microsoft's CDN is very bad in this category.