Cross-site requests vs. local assets

Do you use any sort of browser add-ons or settings to block cross-site requests? For example, let's say I made a site that relies on a CDN-cached minified CSS file on a domain different from my own. And remote JS too, and perhaps some other site for other files to be included that are not on the same domain name. Do you have a problem with that kind of design? Or do you not care?

I use subresource integrity, if that makes you feel any better.

>>1
Request Policy Continued with whitelist mode.
It breaks many sites, but its easy to whitelist anything with few clicks.

99.999% of users don’t do that.

This design works for enough people that sites like Yahoo! and the New York Times follow it. CDNs save money.

I use the following:
uMatrix
uBlock Origin [by the same creator as uMatrix]
Decentraleyes [loads cdn stuff locally]