> How often do you see loading a CSS stylesheet fail to load?

I wouldn't say often, but it certianly happens often enough that I make sure my own designs work well enough (the content is visible at least, even if it is hellish ugly) if external resources like that fail to load.

The most frequent cause is a site that is overloaded due to a hug from HN or similar, the main request going through OK but some of the subsequent ones timing out. It is getting less common with servers that support HTTP2/HTTP3 so pipeline better, as the usual failure point in these cases is in opening a connection not while reading the response (or the server generating that response).

It can also happen if static content is served from a different place, and that is down but the host serving the main content is not.