CDNs are an industry best practice and used ubiquitously throughout the web, including when accessing Office 365 and other Microsoft cloud services. If you're reading this article online right now, your browser has loaded content from a CDN to show it to you. Remember, CDNs are only accessed via the browser. These are NOT loaded by and do NOT affect any your on-premises SharePoint, SharePoint online, or any other server in your organization.
The LiveTiles product line relies upon both public and private CDNs. All CDNs are hosted securely with SSL encryption. Public CDNs are provided by trusted third-parties, such as Facebook, Yammer, and CDN Js. These power both underlying libraries of our product, and specific tiles, such as the Twitter tile - which depends on the Twitter CDN to load its capabilities. LiveTiles also utilizes a private CDN - hosted reliably on Microsoft Azure - to deliver content relevant to its products or key third-party libraries that do not have a popular public CDN.
In rare occasions, organizations may identify issues loading files hosted via CDN. This will cause LiveTiles products - or even simply specific tiles or features - to not work properly. This is more often due to internal firewall rules preventing browser access to these key resources. Generally, these issues must be resolved by documenting the failing files and requesting firewall rule changes to allow access from your IT organization.