We rely on external scripts for everything. Seriously - if you block all 3rd-party scripts, just about every page on the site will error out and you'll be stuck using the script-free fallbacks, at least where they exist.
I'm not gonna judge you if you want to block 3rd-party scripts. That's a personal decision, and if you're satisfied you have good reason to do so then go for it. But things will break. They'll break without warning, and it'll be your job to fix them or live with the breakage.
Hosting everything ourselves would force many people to load and cache common scripts unnecessarily, slowing down their page load times for the benefit of a handful of people who want to lock their browsers down. Nevermind that we use our own CDN on a separate domain for hosting most of this stuff (again, to speed it up), so a strict implementation of a 3rd-party script block would still break everything even if we did host them.
If you're looking for lists of things to whitelist, you can find a few here: Can we have a list of all the Stack Exchange domains somewhere, for firewall purposes?
cdn.mathjax.org
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