I think we should keep cdn option as it could help reduce smaller HTML files.
But for loading that we shouldn't use requirejs.

Oh ok - but we don't have a cdn currently right?

Yes we publish every version to CDN.
It's only the -latest version is no longer updated (plotly/plotly.js#5697) since plotly.js v2 and stayed as latest v1 version i.e. 1.58.5.
So we should be able to continue loading from CDN by specifying the exact version.
To achieve that you could add a separate script tag instead of requirejs to load e.g.

<script src="https://cdn.plot.ly/plotly-2.35.1.min.js" charset="utf-8"></script>

Or alternatively for async loading

<script type="module">
 import "https://cdn.plot.ly/plotly-2.35.2.min.js"
 Plotly.newPlot("gd", [{ y: [1, 2, 3] }])
</script>