First, you are not just loading the native programming logic to the web page that you built and that resides on your server only. You are forced to callout out to potentially dozens of external locations both on your server and on 3rd party servers in order to fully render your web-page which causes lag-time issues and time delays in loading the page.
Second, when you load the plugin, you have to load it as written by the 3rd party which often means that you are loading code that has a number of configurable options that you are note even using for the method in which you are using the plugin. This is a lot of extra programming code being loaded with each page rendering that you don’t need and it tends to make your web-page very “fat”, often putting the page into the 2-4 megabytes of code loading ranges whereas most custom coded pages are loading at under one megabyte of code. The fatness of these pages also impacts negatively on the speed of the web page rendering.