The underlying issue is that that CDN is returning the incorrect Response header (or the source server that the CDN queries). This is quite easy to see with a tool like Fiddler.
If you query for the library and pass the GZIP header in upper case - which is perfectly legal per the RFC - you will see the response indicates that it is zipped, but the content is not compressed. That is the underlying problem.
For example:
Host: code.jquery.com
Connection: keep-alive
Upgrade-Insecure-Requests: 1
User-Agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/68.0.3440.106 Safari/537.36
Accept: text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8
Accept-Encoding: GZIP
Accept-Language: en-US,en;q=0.9
Returns:
HTTP/1.1 200 OK
Date: Tue, 28 Aug 2018 13:57:36 GMT
Connection: Keep-Alive
Accept-Ranges: bytes
Content-Encoding: gzip
Content-Length: 7199
Content-Type: application/javascript; charset=utf-8
Last-Modified: Fri, 24 Oct 2014 00:16:08 GMT
Server: nginx
ETag: W/"54499a48-1c1f"
Cache-Control: max-age=315360000
Access-Control-Allow-Origin: *
Vary: Accept-Encoding
X-HW: 1535464655.dop009.at2.t,1535464655.cds012.at2.shn,1535464656.cds012.at2.c
But you will noticed that the content is returned in plain text and not compressed gzip as the Content-Encoding specifies. This is what causes the error mentioned in the original question. The return is not zipped as promised by the source server.
This is a fairly recent change/problem as in the past, the return data was compressed.
The fix is to ensure the source for the CDN (jquery's server) is returning compressed data when it says it is, or the CDN is adding this header when the content is not compressed with GZIP.