Take for instance, common Javascript libraries hosted on
    CDNs. Every time you visit a jQuery based page where the
    js file is on a CDN you reveal to the host of that CDN
    (e.g. Google) what website you're on

Generally that only happens the first time you load the library:

    $ curl -I ajax.googleapis.com/ajax/libs/jquery/2.0.3/jquery.min.js
    ...
    Cache-Control: public, max-age=31536000
    ...

After that it should be in cache, and because lots of sites use jquery from ajax.googleapis.com it should stay there.

(I work at Google on ngx_pagespeed, and sit next to the people who maintain the hosted libraries.)