At the time, the Discourse theme system was a bit different.
Scripts added to a theme / component used to be loaded inline in the <head> of the document. It made a lot more sense to load it from a CDN.
Discourse themes now handle scripts much better thanks to @xrav3nz’s work 
https://github.com/discourse/discourse/commit/6acdea37c4e77723c774152e9076dfedda99493a
scripts are now pulled into an external theme.js file.
So, it now makes sense to bundle slick into the theme instead of loading it from a CDN.
I just pushed a small update for that 