The problem in this case is not the HTTPS connection, but the fact that browsers, when importing ES6 modules, import all their transitive dependencies one by one. This means they can make a bazillion requests under the hood when importing just one library. A CDN is likely to have the library bundled and minified with its dependencies, turning those bazillion requests into a single one, which is much faster.

In that case, if you’re actually talking about bundled versus many-files, please don’t say “CDN … if you want a faster initial page load”. Public CDNs made some sense as performance advice long ago, but now they never really do, but there are still many people who don’t realise it.