Earlier quoted context omitted.
There has always been an extra DNS lookup wirh a CDN. Thats even the point of the CDN since based on where you are, you will be served from a location as physically close to you as possible. Where did you get the information from that CDNs arent as good as they used to be?
Safari and Chrome now use a combined cache strategy using the URL of the resource and the top level domain of the site loading that resource as the cache key. For scenarios that were previously popular like using the jQuery CDN, you won't get the benefit of the user having jQuery in their cache from another website. You will however still get the proximity benefit you describe. CDNs are obviously still quite useful,…
Using a CDN for your static files is just as fine as it always has been.