The polyfill.js is a popular open source library to support older browsers. 100K+ sites embed it using the cdn.polyfill.io domain. Notable users are JSTOR, Intuit and World Economic Forum. However, in February this year, a Chinese company bought the domain and the Github account. Since then, this domain was caught injecting malware on mobile devices via any site that embeds cdn.polyfill.io. Any complaints were quickly removed (archive here) from the Github repository.
Have to use? No one has to use any library. It’s convenience, and in this case it’s literally so they don’t have to write code for older browser versions.
The issue here isn’t that anyone has to use it, it’s the way it was used that is the problem. Directly linking to the current version of the code hosted by a third party instead of hosting a copy yourself.