Yes, but having no HTTP connection is better than having fewer HTTP connections. If it's already in the cache (and the resource expire header doesn't signal resource expiration), the browser won't open another HTTP connection.
Is this speculation or proved? It's just as easy to surmise that getting the assets closer to the client will overcome any slow down from an extra connection.
It's speculation to make this claim. The burden of proof should be on them. I'd need to see a benchmark showing that making a new HTTP connection (DNS resolution and all) for a single <100KB file is worthwhile rather than sending it over your already open HTTP 'keep alive" connection.
Asynchronous script loaders like LAB.js (http://labjs.com/) also help alleviate the latency cost of having multiple resource requests by loading them asynchronously.
