Using a CDN is very unlikely to get you a faster initial page load. Initialising an HTTPS connection to a new host is almost always going to take longer than serving that file first-party; there’s even a decent chance of this if your server is on the other side of the world.
React itself buries this information in a reference (https://react.dev/reference/react/createElement#creating-an-...), and the reference doesn't even give a complete example because the example still uses JSX to render the root component.
And I'm not sure if Preact is really a viable alternative to React. If a library I want to use can't work via preact/compat, what then? Do stackoverflow solutions for React problems apply to Preact? I imagine at least some might not. Given these limitations, is there a reason someone would choose Preact over a framework that has its own ecosystem, like Vue for example?
Preact's compatibility layer is good but not perfect - some UI libraries rely on React's internal implementation which breaks with Preact. I think people can and should chose Preact for when they know what third party dependencies they will rely on, and for situations like this where it's a fairly trivial single page app.
You can view the source on that page to see how simple it can be, but here is the essence:
1. Import React. This is the step you can do from a CDN instead of you want a faster initial page load. (Okay apparently I'm using Preact here, but it's effectively the same thing.)
2. Render React components in HTML elements. This is where the progressiveness comes in. You don't have to render the entire web page as one React component; you can choose to only render some components in some locations of the page. 3. The React components are plain ES functions that can use hooks etc. from React, as usual. Instead of JSX we use the h function, which takes either tag name in a string, or another React component, takes an attribute dictionary as the second argument, and a list of children as the third. That's it. Super easy.[1]: https://xkqr.org/ship-investor/ship-investor.html
(There is at least one bug in the game logic that prevents this game from being any fun at the moment. I have not taken the time to investigate why that happens, because I have not offered the training that used this tool to anyone in a few years.)
((If you enjoyed the game anyway and want more of a challenge, you might want to try the continuous version: https://xkqr.org/ship-investor/ship-investor-2.html. There is also a secret third version simulating futures which I have never shared with anyone before. It is playable, but not finished: https://xkqr.org/ship-investor/ship-investor-3.html))