With a signature, you could specify "include cdn.com/jquery-X if signed by the JQuery project", so JQuery could publish security updates and those could be rolled out to the CDNs and included in all pages automatically, without the siteowners having to make changes (if the security fix doesn't break compatibility).
For your own content, you'd mostly gain the convenience of not having to update the hashes on all the pages including the resource.
TL;DR:
* hash: need to compromise the main website, that supplies (and authenticates) the hash
* signature by CDN: attacker can either compromise the main website OR <del>the third party CDN</del> <ins>author/signer of the third-party resource</ins>
(edit: correction as pointed out by response)
Of course it's a trade off. For stuff like Google Fonts, the Facebook like button etc I'd expect that hashes won't become common, because the effort of publishing changed hashes and embedding them into sites is to big.
(edit: e.g. see https://en.greatfire.org/blog/2015/sep/popular-chinese-ios-a... just out today)
Especially in the case of a library developer, they hold the keys to many websites, so there is extra incentive for an attacker to break that rather than "some random guy's website". The more third-party signers you trust, the more holes you (and your users) have.
Furthermore, you are forcing your users (who actually run this code) to place their trust in these parties too, which is not a great thing (transitive trust) to force upon someone. (This is not the case for e.g. depending on system libraries explicitly installed by the user.)
Is there any security gain from doing that?