I have the images optimized already, why is this better?
Having images optimized is great but it is even better to have the images served from a CDN. Try to image that you order a book and instead of having it delivered in a week from another country your online shop has it already in your own city and you received it the same day.
This is basically how a CDN works: it serves the images to your website's visitors FAST from the closest location. On top of that your site will generate less traffic as all the images will be served by the CDN once they were cached.