Then the clients from somewhere in the world which loads you pages will load the files probably more quickly. It can be also that they has a cached copy of the files already on his computers and the loading will be done from the local cache.
If you need jQuery, jQuery UI and jqGrid for some web sites from your internal web server (on intranet of your organization) the usage of CDNs from the Internet can be or not be a good idea depand from the usage of proxy server in your internal network.
in the order which I also use. I personaly can not compare the perforance of loading jQuery and jQuery UI from different points of the word and just use as the URLs which started with http://ajax.googleapis.com/ajax/libs/.
I read just now the following blog of Stephen Walter who was Former Microsoft ASP.NET Senior Program Manager many years, wrote some books and is present on all Microsoft conferences (now we work at Superexpert). At the end of the blog he wrote following:
We are inviting the authors of the top jQuery plugins to add their plugins to the CDN. Pay attention to this blog over the next few months to learn about the new jQuery plugins added to the CDN.