I consider embedding JS from a third party source a risk because you don't control said third party - especially anybody who steals the login of said third party can then execute code as you on your machine under the security context of perlmonks.org, potentially wiping all your nodes or worse.
If you don't want the extra request to "slow down" your browser, you can try making the request to a different domain than the "main" Perlmonks domain you're using. Alternatively, you can of course put the Javascript onto a different machine that serves static files and hence might be faster.
I like jQuery because it encapsulates XmlHttpRequest into something that works with less pain than me having to dive into the incompatibilities between browsers and potentially having to write a poll loop. Also, I like the way jQuery allows DOM manipulation, hence I don't write my own Javascript for that anymore but use a library.