Yes, this is a security risk known as a third-party script include.
By including a script in your third-party page, you trust that the external domain is not malicious and is not at risk. Using the tag <script src="//example.com">, a third-party domain has full control over the DOM on your site. They can enter any desired JavaScript.
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<script src="https://example.com/example-framework.js"
integrity="sha384-oqVuAfXRKap7fdgcCY5uykM6+R9GqQ8K/uxy9rx7HNQlGYl1kPzQho1wx4JwY8wC"
crossorigin="anonymous"></script>
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