No great reason. Google occasionally optimizes the CSS delivery along with browser features (like in Chrome releases) where only certain files (and now only parts of files) are downloaded for the fonts.
But with HTTP2+, serving from your own domain has no performance impact unless you're limited by bandwidth or extreme latency, and often can improve things by avoiding another DNS/TLS/TCP connection.
But with HTTP2+, serving from your own domain has no performance impact unless you're limited by bandwidth or extreme latency, and often can improve things by avoiding another DNS/TLS/TCP connection.