My images have already been optimized. Why is this better?
Having optimized images is great but having them served from a CDN is even better. Imagine that you order a book and instead of having it delivered in a week from another country, you find it in your city's shop and receive 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 use less resources as all the images will be served from the CDN once they are cached.