There are a few considerations that need to be made before anyone would make this decision. I do both, download to my site or link remotely depending upon what works best.
If you are concerned that these resources will disappear, do not worry. Even if they do disappear, someone would host these resources within seconds and a simple edit could be made to point to the new location. This is the worse case scenario and not likely to happen.
If you link to a remote resource and there is a security problem, that resource could be updated by the developer transparently. I downloaded one JS file that did have a security vulnerability that I had to discover on my own and update. It would have been better in this case had I not downloaded the resource.
In your example, you are using a specific version of a resource. Sometimes this is necessary, however, many sites offer resources without the version number for a reason. For example, version 1.2 may contain important fixes and you are linking to 1.1. If you link by version, you will not see the update. The website would offer a link to the latest version as /latest or something similar. In this way, your code is always up to date.
Sometimes these sites are very busy and may add latency to your website. In this case, there are times where it makes sense to copy the resource to your own site. As well, many times you can optimize these files for better performance over making several connections to uncompressed files.
So the answer to question is really a mixed bag. What is best for you only you can decide. I often link to the resource on the remote site and then test to see if I could improve performance enough to justify downloading. Otherwise, I live it remotely linked. When I do link remotely, I check for dependencies and whether it would be appropriate and possible to link to the resource without a version number. If I can do that, I will.