Test this, you might be surprised. I strongly doubt it, because there are so many versions in use, and as of 2012 only 25% of jQuery sites even used Google CDN, by far the most popular CDN — most hosted it elsewhere. http://royal.pingdom.com/2012/06/20/jquery-numbers/
I have vague memories of reading a post with a stronger conclusion — that CDN caching was basically a non-issue, it would so rarely work — but to my frustration I can't find that right now.
I wouldn't link to the Google CDN anyway, personally. If your whole site is hosted on your servers and then you add this because maybe some people won't have to reload JQuery, it just means google knows everybody who visits your site. Free analytics you don't get to benefit from.
I doubt Google is getting any useful analytics from their CDN. CDNs are optimized for static content, and in particular are hosted on domains that don't have cookies set (because cookies break caching). All Google would get is
* an IP,
* a referrer from the first page on your site that included the script (no subsequent pages, because now the client has jQuery cached).
All in all, a pretty poor source of information compared to AdWords, Google Analytics, G+, hundreds of millions of Android users, and running the world's most popular search engine. At most they could crunch some browser stats or jQuery usage stats, but they already get that and more from their own services + crawling the web.
And even if this tiny amount of info were somehow a boon to Google, so what? It doesn't hurt you as a site owner.
tl;dr for lazy HN readers: "using Google's CDN to load jQuery isn't likely to benefit the majority of your first-time visitors." As of 2011, jQuery 1.4.2 was by far the most common version and even that was only loaded via googleapis.com on 2.7% of websites.
