You're absolutely correct about the origin of the word "Essay." It comes from the French word "essais," meaning "test" or "attempt." The form as we know it was invented by Montaigne, whose essays are indeed informal and personal. They're also uniformly excellent, and I'd recommend them to anyone. https://en.wikisource.org/wiki/The_Essays_of_Montaigne

However, if you click on virtually any of the essays in the link above, you'll find an essay that is packed with references and quotations. Quotations are a form of direct citation. Sometimes Montaigne misquotes, but this was well before the information age, and he was often working off of memory, so I think we can excuse his lapses.

However, if we are to use the origins of the essay as an example, I don't think we can say that the form necessarily resists citation.

I think it's a bit of a stretch to compare informal quotes to "citations" in the modern sense. The point is that this is an informal, highly personal genre. There are people, as you probably know, who claim that Montaigne invented not only the essay, but the modern idea of a personal self by writing them. So to accuse pg of being too personal or self-referential in his essays is a misunderstanding. The way his writing gets under people's skin is certainly interesting though.