The reason Electron, or any other Web browser that implements Content Security Policy, for that matter, would correctly refuse to load a script from an arbitrary origin (URL), or even an "inline" script (e.g. script text inside a script element), is because your security policy is explicitly specified to deny such attempts, with that meta element you said you added:
<meta http-equiv="Content-Security-Policy" content="script-src 'self';">
Why did you add it? Was it there by someone else's hand? Why is it there? It's the reason why Electron denies loading of the scripts in question.
The value of the content attribute above has the effect of instructing Electron to only allow loading scripts from the same origin as the origin of the document containing the meta element. That effectively excludes every other origin like https://code.jquery.com and inline scripts (which have to be allowed explicitly in this case because self denies these). Basically, the value is to be interpreted as "only allow loading scripts from the same site". Inline scripts are not considered as "same site".
Simpler put, you yourself prohibit loading of scripts from the kind of locations you then attempt to use, with that meta element.
You need to learn how Content Security Policy mechanism works and applies in your case. You will have to decide whether you want to allow loading of scripts from domains like code.jquery.com, or whether, for example, you will only want to allow loading scripts from your website, which in turn will probably necessitate you copying the JQuery library you want to use to be served by your website. You also will have to decide if you want to allow "inline" scripts on your site, for whatever reason you may consider necessary.
The security policy mechanism itself is very useful, don't shy away from it, it's there for a reason -- to help you prevent abuse of your site users by malicious scripts loaded by other malicious scripts or mechanisms. But you need to use it correctly, obviously.
