CDNs can be easier to configure, you can more easily put your CDNs colocated into POPs if it's simpler to segregate them, and you have more options for geo-aware routing and name resolution.

Also in the case of HTTP/1 browsers will limit the number of simultaneous connections by host or domain name, and this was a technique for doubling those parallel connections. With the rise of HTTP/2 this is becoming moot, and I'm not sure of the exact rules of modern browsers to know if this is still true anyway.