It'd a good suggestion, but actually we aren't using any CDNs to static resources out of the box for reasons of privacy, reliability, and for Intranet sites to be able to work offline. Anyone who wants to code up something into HTML_HEAD to use a CDN for some JS lib (For example) can already do this (and I would advise that they do).

There are cases where we include off-site code, like Google Translate, but we can't do integrity stuff on that as it is not static - subject to change by whim.

Fair enough, might be worth adding to JS docs as a recommendation.

We're just not big enough to take on the responsibility for documenting the use of web standards except for sign-posting things we have implemented or explaining how to use our own features.
To get a sense how much the corporations are spending on documenting the use of web standards, see this article: https://www.i-programmer.info/news/87-web-development/14600-mdn-plus-a-premium-service.html
It's more of responsibility of CDNs to provide embed code that has subresource integrity already setup for them.