The problem is that it doesn't work that way. If you want to use an external image in a Hype project, it would be loaded in an element with regular HTML. This is not done with the exporter.
Also, I generally try to avoid CDNs. I don't like to share visitor data with third parties. "Hot linking" can also be an issue. The source file can change unexpectedly - especially if the host doesn't want their images added to external sites.
Instead, I like to compress my images, with software like ImageOptim or SVGOMG.