Earlier quoted context omitted.
It is because the data (web logs containing web pages, timestamps, ip addresses, cookies, etc) can be sold.
It's also because the big reputable third party CDNs are more reliable hosts with better uptime and SLAs than many of the sites that use them.
Meanwhile, that third-party is effectively paying your bandwidth bill: You might want to trade some reliability in exchange for a lower bandwidth bill, but you should wonder why exactly that third-party is willing to pay your bandwidth bill at all.