Other sites' use of jQuery only helps if everyone is loading the same URL, which they're not. There are too many versions in too many places. I think I know the article they were thinking of, where someone tested how common it was for different sites to load libraries from the same place, it was not great.

jQuery.com doesn't mention linking to it, only downloading, and references to their CDN and other CDNs is at the bottom of their Download page. They focus on the download option probably because people generally want to have more control of their sites and would rather have "their" jQuery file be loaded from the same CDN as their site's other assets.