On mobile it's not just the file transfer that takes time: it's the JavaScript parsing and execution (on a single core) that hurts too. iPhones are massively faster than Android (especially cheaper Androids) at this, so many developers don't realize how much performance cost there is for a growing majority of their users.
Given how many different versions there are of popular libraries I'm personally skeptical that CDNs give you much of a chance if the asset being preloaded from another site. I'd love to see real numbers on this though.
It becomes more of an issue if you are doing a "business" app, where there's a lot of moving between pages and a lot of eventual page refreshes.
Another thing is that even if you're at 40kb gzipped, that's still at least 20ms for parsing JS. When you're trying to improve performance, chopping out 30kb is nice